This study uses recent Demographic and Health Survey (DHS) data to examine levels, trends, and differentials in orphan prevalence in sub-Saharan Africa. The first part of the analysis presents direct estimates of orphan prevalence in 17 countries during the period 1995-2000. We find a strong correlation between orphanhood prevalence and national adult HIV prevalence estimates lending support to the interpretation of the orphan crisis as, in large part, AIDS-related. The second part of the analysis consists of an in-depth study of trends and age-patterns in orphan prevalence and welfare in the 1990s for five countries that have had widely divergent HIV prevalence levels (Zimbabwe, Kenya, Tanzania, Ghana, and Niger). The vulnerability of orphans with respect to their situation in households and educational opportunities is evaluated in relation to non-orphans' experience. The results of the analysis indicate that losing one or both parents is significantly associated with diminished chances of being at the appropriate grade level for age. Our results are interpreted in the context of societal responses to the crisis, and potential recommendations for intervention. Keywords: AIDS; HIV; Orphans; Mortality; Education; Children; Sub-Saharan Africa