In 2004 the U.S. Department of Agriculture began a large-scale advertising campaign to increase participation in the Supplemental Nutrition Assistance Program (SNAP) by increasing awareness about the program. Despite this and other large-scale outreach efforts for federal programs targeted at eligible nonparticipants, the role of information in program participation is not well established. Paying careful attention to the potential endogeneity of advertising placement, we use variation over time and within states to estimate the effect of the advertising on caseloads, applications, approved applications, and denied applications. We find that radio advertisements are positively correlated with county-level caseloads in a sample that represents nearly every U.S. county. Six months after radio advertising in a county, the number of individuals receiving SNAP is 2 to 3 percent higher. With a smaller sample of counties on SNAP applications, approvals, and denials, we find limited evidence that SNAP is positively correlated with overall applications. However, approved applications are not higher following radio advertisement exposure and denied applications increase. One way to reconcile the fact that caseloads are higher but new enrollments are not is that increased information from the advertising campaign may reduce exits from the program. (author abstract)