Prior research identifies problem severity as an important antecedent of collaboration. Yet, little is known about how problem severity shapes collaborative behavior of public organizations beyond the initial decision to engage in such action. This study adds to the theory of collaboration by linking problem severity to partner selection and the stage of collaborative activity. We empirically test the validity of these linkages in the context of U.S. local governments and examine how they respond to a wicked public problem—sea level rise. The analysis draws on 2017 survey data from 140 vulnerable municipalities across 20 states. We find that cities respond to higher risk by increasing their collaborative effort and seeking partners across sectors, with preference for those less similar to them. Our results remain robust to three different objective measures of problem severity, as well as to a perception-based measure. A closer examination of the interplay between the effect of real and perceived threat underscores the need to account for the views of local decision-makers.