BACKGROUND: The case-crossover (CXO) and self-controlled case series (SCCS) designs are increasingly used in pharmacoepidemiology. In both, relative risk estimates are obtained within persons, implicitly controlling for time-fixed confounding variables. OBJECTIVES: To examine the consistency of relative risk estimates of hip/femur fractures (HFF) associated with the use of benzodiazepines (BZD) across case-only designs in two databases (DBs), when a common protocol was applied. METHODS: CXO and SCCS studies were conducted in BIFAP (Spain) and CPRD (UK). Exposure to BZD was divided into non-use, current, recent and past use. For CXO, odds ratios (OR; 95%CI) of current use versus non-use/past were estimated using conditional logistic regression adjusted for co-medications (AOR). For the SCCS, conditional Poisson regression was used to estimate incidence rate ratios (IRR; 95%CI) of current use versus non/past-use, adjusted for age. To investigate possible event-exposure dependence the relative risk in the 30 days prior to first BZD exposure was also evaluated. RESULTS: In the CXO current use of BZD was associated with an increased risk of HFF in both DBs, AORBIFAP = 1.47 (1.29-1.67) and AORCPRD = 1.55 (1.41-1.70). In the SCCS, IRRs for current exposure was 0.79 (0.72-0.86) in BIFAP and 1.21 (1.13-1.30) in CPRD. However, when we considered separately the 30-day pre-exposure period, the IRR for current period was 1.43 (1.31-1.57) in BIFAP and 1.37 (1.27-1.47) in CPRD. CONCLUSIONS: CXO designs yielded consistent results across DBs, while initial SCCS analyses did not. Accounting for event-exposure dependence, estimates derived from SCCS were more consistent across DBs and designs.