In addition to their robust difference in trait anxiety, as illustrated by a variety of behavioral tests, HAB and LAB rats differ in their stress coping strategies, the former being more susceptible and vulnerable to stressor exposure and preferring more passive strategies. HAB rats of either gender show signs of a hyper-reactive hypothalamic-pituitary-adrenocortical (HPA) axis, thus resembling psychiatric patients. As shown by in situ hybridization and microdialysis in freely behaving animals, both the expression and release of vasopressin in the hypothalamic paraventricular nucleus are higher in HAB than in LAB rats, thus contributing to the HPA axis hyperdrive. Accordingly, in HAB animals, administration of a V1 receptor antagonist normalized the pathological outcome of the dexamethasone/corticotropin-releasing hormone test and triggered behavioral changes toward reduced anxiety and active stress coping. Pharmacological validation has revealed signs of depressive-like behavior, as HAB but not LAB rats have shown more active stress coping behavior and a normalized HPA axis after treatment with paroxetine. Of interest, this antidepressant reduced the hypothalamic overexpression of vasopressin; this novel mechanism of action is likely to contribute to paroxetine effects on both behavioral and neuroendocrine parameters. Cross-mating and cross-fostering paradigms showed that the divergent emotionality in HAB vs. LAB rats is determined genetically, rather than postnatally through maternal behavior. As the behavioral and neuroendocrine phenotyping pointed to the vasopressin gene as a candidate gene critically involved in anxiety, preliminary genetic approaches have been focused on this gene, revealing single nucleotide polymorphisms (SNPs) in the promotor area of the vasopressin gene in HAB, but not LAB rats. HAB/LAB rats are thus proving to be a unique animal model to identify and characterize neurobiological, neuroendocrine, and genetic correlates of trait anxiety, and perhaps depression, in humans.