Vigilance allows animals to monitor their surroundings for signs of danger associated with predators or rivals. As vigilance is costly, models predict that it should increase when the risk posed by predators or rivals increases. In addition, vigilance is expected to decrease in larger groups that provide more safety against predators. Risk and group size are thus two key determinants of vigilance. Together, they could have additive or interactive effects. If risk and group size interacted, the magnitude of the group-size effect on vigilance would vary depending on the level of risk experienced, implying that the benefits of sociality in terms of vigilance vary with risk. Depending on the model, vigilance is predicted to decrease more rapidly with group size at low risk or at high risk. Little work has focused directly on the interaction between risk and group size, making it difficult to understand under which conditions particular interactive effects arise and whether interactive effects are common in natural systems. I review the vast literature on vigilance in birds and mammals to assess whether interactive effects between risk and group size are common, and if present, which pattern occurs more frequently. In studies involving predation risk, the greatest proportion reported no statistically significant interactive effects. In other cases, vigilance decreased with group size more rapidly at low or high risk in a similar proportion of studies. In studies involving risk posed by rivals (social risk), most documented a more rapid decrease in vigilance with group size at low than at high risk, as predicted if the need to monitor rivals increases in larger groups. Low statistical power to detect interactive effects might have been an issue in several studies. The absence of interactive effects, on the other hand, might suggest constraints or limits on the ability of animals to adjust vigilance to current risk or group sizes. Interactive effects on vigilance have implications for the evolution of sociality and for our understanding of the phenotypic plasticity of predator- and competitor-induced defences and deserve more attention in future studies.