Understanding immune function in the context of other life-history traits is crucial to understand the evolution of life histories, at both the individual and species levels. As the interest in assessing immune function for these comparative purposes grows, an important question remains unanswered: can immune function be broadly characterized using one or two simple measures? Often, interpretation of individual assays is ambiguous and relationships among different measures of immune function remain poorly understood. Thus, we employed five protocols to measure 13 variables of immune function in ten species of waterfowl (Anseriformes). All assays were based on a single blood sample subdivided into leukocyte (blood smear) and plasma (frozen until analysis) components. All assays were run using samples from every individual, and a nested analysis was used to partition variation/covariation at the levels of species and individuals within species. We detected positive correlations between functionally related measures of immunity within species, but these were absent from comparisons between species. A canonical correlation analysis revealed no significant relationships between the plasma and leukocyte assays at the levels of both individual and species, suggesting that these measures of immunity are neither competitive nor synergistic. We conclude that one measure of each assay type may be required to maximally characterize immune function in studies of a single species, while the same is not true in studies among species.