In wildlife, endoparasite burden can be affected by host life history stage, environmental conditions, host abundance, and parasite co-infections. We tested the effects of these factors on gastrointestinal parasite infection in plains zebras (Equus quagga) in the Serengeti ecosystem, Tanzania, using fecal egg counts of two nematode families (Strongylidae and Ascarididae) and the presence/absence of cestode (Anoplocephalidae) eggs. We predicted higher egg counts of Strongylidae and Ascarididae, and increased likelihood of Anoplocephalidae infection in individuals (1) during energetically costly life history stages when resource allocation to immune processes may decrease and in young zebras after weaning because of increased uptake of infective stages with forage, (2) when climatic conditions facilitate survival of infective stages, (3) when large zebra aggregations increase forage contamination with infective stages, and (4) in individuals co-infected with more than one parasite group as this may indicate reduced immune competence. Strongylidae egg counts were higher, and the occurrence of Anoplocephalidae eggs was more likely in bachelors than in band stallions, whereas Ascarididae egg counts were higher in band stallions. Strongylidae and Ascarididae egg counts were not increased in lactating females. Strongylidae egg counts were higher in subadults than in foals. Regardless of sex and age, Ascarididae infections were more likely under wet conditions. Co-infections did not affect Strongylidae egg counts. Ascarididae egg counts in adult females were higher when individuals were co-infected with Anoplocephalidae. We present evidence that parasite burdens in plains zebras are affected by life history stage, environmental conditions, and co-infection.