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We study error exponents for source coding with side information. Both achievable exponents and converse bounds are obtained for the following two cases: lossless source coding with coded information and lossy source coding with full side information (Wyner-Ziv). These results recover and extend several existing results on source-coding error exponents and are tight in some circumstances. Our bounds have a natural interpretation as a two-player game between nature and the code designer, with nature seeking to minimize the exponent and the code designer seeking to maximize it. In the Wyner-Ziv problem, our analysis exposes a tension in the choice of test channel with the optimal test channel balancing two competing error events. The Gaussian and binary-erasure cases are examined in detail.