Social norms have been found to be an important factor in individuals’ health and risk behaviors. Past research has typically addressed which social norms individuals perceive in their social environments (e.g., in their peer group). The present article explores normative social influences beyond such perceptions by applying a multilevel approach and differentiating between perceived norms at the individual level and collective norms at the group level. Data on norms and three road traffic risk behaviors (speeding, driving after drinking, and texting while driving) were obtained from a representative survey among young German car drivers (N = 311 anchor respondents) and their peer groups (overall N = 1,244). Multilevel modeling (MLM) revealed that beyond individual normative perceptions of peers’ behavior and approval, actual collective norms (peers’ actual risk behavior and attitudes) affect individuals’ risk behaviors. Findings are discussed with regard to theorizing normative influences on risk behavior and practical implications.