Despite several decades of declining emissions, the health costs of particulate matter (PM2.5) in the US remain substantial, with more than $1 trillion in annual damages. We analyze the inter-county impacts of PM2.5 for 2008, 2011, and 2014 and find that even though emissions from point sources have fallen over this period, the share of PM2.5 attributable to pollution transported across county and state boundaries is still considerable in many localities. Importantly, the benefits of reduced emissions are not uniformly distributed nationwide, with 26% of counties—concentrated in the South, Midwest, and Pacific Northwest—experiencing worsening health damages since 2008. Around 30% of all US counties receive 90% of their health damages from emissions in other counties, and these damage-importing counties also tend to have lower median incomes. Our results support continued state and federal cooperation to meet air quality standards and reduce the damages caused by PM2.5 from transported air pollution.