This study used data from 5,382 adolescents from the 1997 United States (US) National Longitudinal Survey of Youth (NLSY97) to investigate developmental pathways of alcohol use, marijuana use, sexual risk behaviors, and delinquency across ages 14 to 20; examine interrelationships among these risk behaviors across adolescence; and evaluate association between risk behavior trajectories and depressive symptoms in adolescence. Group-based dual trajectory modeling, examining trajectories of two outcomes over time, revealed strong interrelationships among developmental trajectories of the four risk behaviors, and indicated potential pathways to co-occurring risk behaviors. Adolescents with higher levels of alcohol use or marijuana use were more likely to engage in higher levels of early sexual risk-taking and delinquency. Moreover, adolescents involved in higher levels of delinquency were at higher risk for engaging in early sexual risk-taking. Also, belonging to the highest risk trajectory of any of the four risk behaviors was positively associated with depressive symptoms in adolescence. (Contains 3 tables and 2 figures.)