Membership of indigenous local community groups was protective against HIV for women, but not for men, in eastern Zimbabwe during the period of greatest risk reduction (1999-2004). We use four rounds of data from a population cohort to investigate: (1) the effects of membership of multiple community groups during this period; (2) the effects of group membership in the following five years; and (3) the effects of characteristics of groups hypothesised to determine their effect on HIV risk. HIV incidence from 1998 to 2003 was 1.18% (95% CI: 0.78-1.79%), 0.48% (0.20-1.16%) and 1.13% (0.57-2.27%), in women participating in one, two and three or more community groups at baseline versus 2.19% (1.75-2.75%) in other women. In 2003-2005, 36.5% (versus 43% in 1998-2000) of women were members of community groups, 50% and 56% of which discussed HIV prevention and met with other groups, respectively; the corresponding figures for men were 24% (versus 28% in 1998-2000), 51% and 58%. From 2003 to 2008, prior membership of community groups was no longer protective against HIV for women (1.13% versus 1.29%, aIRR = 1.25; p = 0.23). However, membership of groups that provided social spaces for dialogue about HIV prevention (0.62% versus 1.01%, aIRR = 0.54; p = 0.28) and groups that interacted with other groups (0.65% versus 1.01%, aIRR = 0.51; p = 0.19) showed non-significant protective effects. For women, membership of a group with external sponsorship showed a non-significant increase in HIV risk compared to membership of unsponsored groups (adjusted odds ratio = 1.63, p = 0.48). Between 2003 and 2008, membership of community groups showed a non-significant tendency towards higher HIV risk for men (1.47% versus 0.94%, p = 0.23). Community responses contributed to HIV decline in eastern Zimbabwe. Sensitive engagement and support for local groups (including non-AIDS groups) to encourage dialogue on positive local responses to HIV and to challenge harmful social norms and incorrect information could enhance HIV prevention.