We are undertaking empirical tests for the effects of metallicity on the zero-point of the Period-Luminosity relations for Cepheids in M31 and in the Small Magellanic Cloud (SMC), as compared to the Large Magellanic Cloud (LMC). For M31 we have used BVRI data on comparable sets of Cepheids in three radially separated, and chemically different, fields in order to solve simultaneously for the reddenings and the true distance moduli to each of these fields. Recent theory predicts that the reddening-corrected moduli should differ by 0.8 mag given the observed metallicity range in our M31 Cepheid sample; we observe a maximum range of only 0.17 mag. For the SMC BVRIJHK data, treated in a similar fashion, the predicted theoretical effects on the short wavelength (B and V) data may be visible, but with low statistical certainty and at a reduced amplitude with respect to the predictions.