Why Do Women Live Longer Than Men?

One important reason is the big delay — and advantage — women have over men in terms of cardiovascular disease, like heart attack and stroke. Women develop these problems usually in their 70s and 80s, about 10 years later than men, who develop them in their 50s and 60s. For a long time, doctors thought the difference was due to estrogen. But studies have shown that this may not be the case, and now we know that giving estrogen to women post-menopause can actually be bad for them.
One reason for that delay in onset of cardiovascular disease could be that women are relatively iron-deficient compared to men — especially younger women, those in their late teens and early 20s — because of menstruation. Iron plays a very important part in the reactions in our cells that produce damaging free radicals, which glom onto cell membranes and DNA, and may translate into aging the cell. In fact, in our diets, red meat is the main source of iron, and lack of iron is probably one major reason that being vegetarian is healthy for you. There was a very good study looking at the intake of red meat and heart disease in Leiden in the Netherlands: in regions where people didn't eat red meat, those populations had half the rate of heart attack and stroke compared to the populations that did eat red meat.
Another more complicated possibility [for women's longevity] is that women have two X chromosomes, while men have one. (Men have an X and a Y.) When cells go through aging and damage, they have a choice in terms of genes — either on one X chromosome or the other. Consider it this way: you have a population of cells, all aging together. In some cells, the genes on one X chromosome are active; in other cells, by chance, the same set of genes, with different variations, are active on the other X chromosome. Don't forget, we all have the same genes — the reason we differ is because we express different variations of those genes, like different colors of a car. Now, if one set of variations provides a survival advantage for the cells versus another, then the cells with the advantage will persist while the other ones will die off, leaving behind more cells with the genes on the more advantageous X chromosome. So, in women, cells can perhaps be protected by a slightly better variation of a gene on the second X chromosome. Men don't have this luxury and don't get this choice.
It's very unclear [how big an effect that could have]. I've seen men who have done horrendous damage to themselves over time with smoking and drinking and who still get to 100 and older — though that's very, very rare. They might have the right combination of some really special genetic variations that we call "longevity enabling genes" — which we're on the mad hunt for. Meanwhile other individuals may do everything right and only make it into their 80s. That may be because they have what we call "disease genes," some genetic variations that are relatively bad for them. Now some of these [disease genes] may be on the X chromosome, [meaning that women who have the second X chromosome with which to compensate, would have an advantage]. But it's really still a very complicated puzzle to tease out.
[There are a few other reasons that men die earlier in life more often than women.] Men in their late teens and 20s go through something called "testosterone storm." The levels of the hormone can be quite high and changeable, and that can induce some pretty dangerous behavior among young men. They don't wear their seatbelts; they drink too much alcohol; they can be aggressive with weapons and so on and so forth. These behaviors lead to a higher death rate. 
Another area where we see higher death rates among men is among the depressed — especially older men. If they attempt suicide, they are more likely to succeed than women.
Overall, about 70% of the variation around average life expectancy — [just over 80 for women and just over 75 for men in the U.S.] — is probably attributable to environmental factors — your behaviors and your exposures. Probably only 30% is due to genetics. And that's very, very good news. There's so much we can do. Most of us should be able to get into our late 80s. What's more, to get to older ages, like the centenarians, you are necessarily compressing the time you're sick to the end of your life. It's not a case where the older you get, the sicker you get. It's very much the case that the older you get, the healthier you've been.
But, in general, there are maybe three things men do worse than women. They smoke a lot more. (That gender gap is fortunately shrinking, since men are smoking less and less.) They eat more food that leads to high cholesterol. And, perhaps related to that, men tend not to deal with their stress as well as women. They may be more prone to internalizing that stress rather than letting go — though that's a fairly controversial point. Nonetheless, stress plays a very important role in cardiovascular disease.