I misunderstood your post, I think. I re-ran some experiments with a single-column index on SMALLINT, INT, and BIGINT. I'm still not sure why, but there is a significant difference in index size on SMALLINT (7.3 MB for 1E6 rows) vs. INT and BIGINT (21 MB for each), while the latter two are the exact same size. I could get them to differ if I ran large UPDATEs on the table, but that was it.