The solubilities of pure hydrogen, helium, and nitrogen in water and olive oil were measured at 37 degrees C at gas-saturation pressures from 25 to 300 atmospheres. Rigorous thermodynamic criteria were used to assess the applicability of Henry's law to the pressure dependence of the gas solubility in each system. The solubilities of the three gases in water and helium in olive oil followed Henry's law as given by the Krichevsky-Kasarnovsky equation. In contrast, hydrogen and nitrogen in olive oil each attained concentrations high enough to cause significant concentration-dependent variations of the dissolved gas activity coefficient and/or partial molal volume. The consequent deviations from Henry's law were greatest in the nitrogen-oil system, where mole fraction nitrogen solubilities calculated from the Krichevsky-Kasarnovsky equation exceeded measured values by 8, 14, and 23% at 50, 100, and 250 atm, respectively. Incorporation of results into the critical volume model of nitrogen anesthesia, using olive oil as a model of the physiological anesthetic site and literature data for the anesthetic potency of nitrogen in mice breathing high-pressure He-N2-O2 atmospheres, shows that nonideal solution behavior may become important for gases dissolved in physiological hydrophobic regions at biologically active concentrations, even if dissolved gas binding to proteins or other macromolecules is not involved.