This study examines the cross-lagged relationships among problem drug use, delinquent behavior, and emotional distress in a sample of 3,458 adolescents from California and Oregon. The analyses used data collected from participants in grades 10 and 12 (or equivalent). Structural equation modeling with latent variables showed strong cross-sectional correlations among these problems, strong stability effects for all three problems, and only one cross-lagged effect (greater frequency of delinquent behavior at grade 10 led to greater problem drug use at grade 12). Multisample analyses by ethnicity (Asian, Black, Latino, and White) showed that the cross-lagged effect was not statistically different in these four groups. The results suggest that curbing delinquent behavior might contribute to the prevention of problem drug use.