The experiments reported here use individual word reading times in a self-paced word-by-word reading task to examine the processing of prepositional phrase constituents in sentences like "The spy saw the cop with a revolver but the cop didn't see him". In Experiment 1 we show that reading times for words immediately following the prepositional phrase ("with a revolver") are predictable from the consistency of subjects' expectations for the attachment of such prepositional phrases with the attachment dictated by the content of the prepositional phrase itself. These expectations vary from sentence to sentence with the content of the material preceding the prepositional phrase and do not appear to reflect the syntactic principle of Minimal Attachment. Experiment 1 conflated violations of expectations for prepositional phrase attachment with violation of role and filler expectations; Experiment 2 examined the contribution of each of these three types of expectation violations to the slowing of reading times. Violations of filler expectations that did not change expected role or attachment produced a small but significant slowdown in processing the words just following the prepositional phrase. Violations of thematic role expectations and filler expectations produced a much larger slowdown, but violation of attachment expectations as well as filler and role expectations did not produce any additional slowing of processing. We interpret these results as supporting models of sentence processing in which thematic role expectations for upcoming constituents play a role in guiding the interpretation of these constituents as they are initially processed.