International migrants often have lower mortality rates than the native populations in their new host countries. Several explanations have been proposed, but in the absence of data covering the entire life courses of migrants both before and after each migration event, it is difficult to assess the validity of different explanations. In the present study, we apply hazard regressions to Swedish register data to study the mortality of long‐distance migrants from Northern to Southern Sweden as well as the mortality of return migrants to the North. In this way, we can study a situation that at least partly resembles that of international migration while still having access to data covering the full demographic biographies of all migrants. This allows us to test the relative roles of salmon bias and healthy migrant status in observed mortality rates of long‐distance migrants. We find no mortality differentials between residents in northern and southern Sweden, and no evidence of a selection of healthy migrants from the North to the South. In contrast, we provide clear evidence of ‘salmon effects’ in terms of elevated mortality of the return migrants to northern Sweden, which are produced when migrants return to their place of origin in relation to subsequent death. © 2016 The Authors. Population, Space and Place. Published by John Wiley & Sons, Ltd.