Social norms can help solve pressing societal challenges, from mitigating climate change to reducing the spread of infectious diseases. Despite their relevance, how norms shape cooperation among strangers remains insufficiently understood. Influential theories also suggest that the level of threat faced by different societies plays a key role in the strength of the norms that cultures evolve. Still little causal evidence has been collected. Here we deal with this dual challenge using a 30-day collective-risk social dilemma experiment to measure norm change in a controlled setting. We ask whether a looming risk of collective loss increases the strength of cooperative social norms that may avert it. We find that social norms predict cooperation, causally affect behavior, and that higher risk leads to stronger social norms that are more resistant to erosion when the risk changes. Taken together, our results demonstrate the causal effect of social norms in promoting cooperation and their role in making behavior resilient in the face of exogenous change. Large-scale cooperation is needed to reduce existential risks like those posed by pandemics and climate change. Here the authors demonstrate that social norms can emerge and sustain cooperation in situations of collective risk and that the level of risk influences the strength of the norms.