The electric grid is evolving rapidly in response to climate change. As renewables are incorporated, more interconnection of the grid is expected. Exposure to fine particulate matter (PM2.5) from fossil-fuel generation causes adverse health impacts, including thousands of premature deaths each year in the United States. It is well understood that PM2.5 exposure can occur at great distances from pollutant sources, but insufficient work has been done to understand the role of grid interconnection and trade in causing pollution-related mortality. Regions with clean generation can import electricity from regions with highly polluting generation sources, allowing them to benefit from the electricity consumption while people in other regions suffer the associated health damages. We use flow tracing and consumption-based accounting to characterize the health damages from exposure to PM2.5 from electricity imports. We find that 8% of our estimated premature deaths from electricity consumption in the United States are due to electricity imports. There is large geographic heterogeneity, with the most impacts occurring in the Midwest. While the West Coast has much cleaner generation and lower impacts overall, in many West Coast Balancing Areas, more than 50% of the estimated premature mortality associated with electricity consumption is caused by electricity imports, with some groups experiencing larger impacts than others.