Adolescents commonly engage in substance use and sexual behaviors which pose risks for their health. Secondary data analysis of two school-based surveys explored the clustering of lifetime use of cigarettes, alcohol, cannabis, and engagement in sexual intercourse among 2,489 adolescents in Scotland and 1,405 adolescents in Northern Ireland. All four behaviors were clustered with substantially higher prevalence than expected (11 and 24 times higher, respectively). Multiple logistic regression models indicated associations of the four-behavior cluster with sociodemographic factors, with family structure operating as a predictor of clustering across the sample and deprivation operating as a predictor for the Scottish sample. This suggests a need to focus on the interdependence of risk behaviors and factors associated with engagement in risk clusters in distinct cultural settings.