Brood-parasitic cowbirds (Molothrus spp.) can cause total nest failure directly by inducing nest desertion or by destroying the host's clutch or indirectly by facilitating nest predation. We examined the relationship between brood parasitism and nest survival in the Bay-winged Cowbird (Agelaioides badius), the primary host of the Screaming Cowbird (M. rufoaxillaris) and a secondary host of the Shiny Cowbird (M. bonariensis). We used the program MARK to model daily nest-survival rates, including hypothesized effects of intensity of parasitism, egg losses caused by cowbirds, and total clutch size. Support for each model was evaluated by an information-theoretic approach. More than 50% of the nests failed before incubation was completed, mainly because of the ejection or desertion of parasitized clutches. The model of daily nest survival with best support included the additive effects of intensity of parasitism and number of eggs lost, which were negatively related to nest survival. The model including the effect of clutch size did not receive support. The predicted probability of a nest surviving the entire nesting cycle was 35% for unparasitized nests without egg loss, whereas under the levels of parasitism observed during this study the probability of nest survival varied between 0 and 32%. Nest predation during the egg and nestling stages was positively related to the number of cowbird eggs and chicks, respectively, suggesting that parasitism by Screaming and Shiny Cowbirds may also facilitate depredation of Bay-winged Cowbird nests.