Alcohol, tobacco, prescription drug, and illicit drug use frequently co-occur. This paper reviews the extent of this co-occurrence in both general population samples and clinical samples, and its impact on treatment outcome. We argue that the research base for understanding comorbidity among tobacco, alcohol, prescription, and illicit drugs needs to be broadened. We specifically advocate for: (1) more epidemiological studies of relationships among alcohol, tobacco, and other illicit drug use; and (2) increased research on treatment options that address the problematic use of all of these drugs.