Present theoretical study focuses on the development of scientific bases of new and emerging in the Russian and Moldovan psychology directions - psychological coping (coping) behavior. Coping with stress behaviors, or coping, no doubt, refers to the little known talents zhiznetvorcheskim personality (LI Antsyferova) or constructive forces (KA Abulkhanova), aimed at initiating the world and himself transforming activity. It is associated with a system of purposeful action, predict the outcome of the process, the creative generation of new outlets and making difficult (problematic) situation. This direction is at the crossroads of developmental psychology, social psychology, psychology of the subject and medical psychology. On the one hand, reflects the current trends of integration of different branches of psychology into a unified body of knowledge on the basis of interdisciplinary and multidisciplinary knowledge. On the other hand, the definition of concrete scientific specifics of the phenomenon of coping in different periods of life requires the differentiation of psychology of coping in an independent field of psychological research. The necessity of this study is due to general methodological, theoretical and applied reasons. Problems coping poorly represented in the Russian concept of development, personological theories, there is practically no experimental basis in the socio-psychological research. The greatest experience of empirical research is available in health psychology (VA Ababkov, IA Gor'kov, NA Rusin, N. Sirota, VM Yaltonsky). Individual works are in developmental psychology (LI Antsyferova, LA Head, AV Libin, I. Nicholas, LA Regush), work psychology and engineering psychology (VA Bodrov, LG Wild, LA Kitaev-Smyk, V. Postylyakova), and health psychology has not yet singled out as an independent scientific field in Russia and in Moldova. Theoretical generalization and systematization of existing studies in Russia and the empirical support for the new data obtained by the author of coping in difficult life situations will facilitate the integration of disparate information, deepening scientific understanding of the psychological mechanisms and laws of the trends complex and multidimensional.