This article examines the structure of several HIV risk behaviors in an ethnically and geographically diverse sample of 8,251 clients from 10 innovative demonstration projects intended for adolescents living with, or at risk for, HIV. Exploratory and confirmatory factor analyses identified 2 risk factors for men (sexual intercourse with men and a general risk factor) and 3 factors for women (sexual intercourse with men, substance abuse, and a high risky sex behavior factor). All factors except women engaging in risky sex with men strongly predicted known HIV status of clients for men and women. The findings from this investigation highlight the use of structural equation modeling for applied problems involving overlapping and complex sets of risk behaviors in youth who present at community health programs.