Studies analyzing the popularity of American presidents consistently find that even though casualties drag down approval rates over time, there is a temporarily positive effect in the beginning of the mission (also known as the rally effect). Are these findings generalizable to other advanced industrial Western democracies? This latter question has not yet been answered convincingly because of two issues: studies are either (1) limited to high profile cases (such as the Iraq War) or (2) based on US data only. I examine the effect of rising or falling military casualties on the change in the popularity of governing parties for ten OECD countries using a novel dataset that comprises monthly polling and economic data for these ten countries in the post-Cold War period. My analyses show that governing parties benefit from an increase in military casualties for at least a year but get punished from 4.5 years into the intervention.