Though it has produced a high-quality body of research, the study of substance use has remained highly individualized in its focus. This paper adds further sociological understanding to that research. Using hierarchical models, the following explores how institutional and criminological theories can be incorporated into substance use research by examining cigarette smoking at 3 levels of variation. Two main findings emerge. First, national legal context plays a role in understanding individual-level probabilities of substance use, even after controlling for individual and local characteristics. For example, lower probabilities of smoking occur where there are smoking bans and minimum purchase ages. Second, the effects of local context, such as unemployment and the percentage of young people, exhibit significant effects on individual-level cigarette use.