Objective: To describe the risks and risk factors for substance use initiation and progression among a large sample of American Indian (AI) adolescents. Method: Data came from surveys completed by 2,356 AI adolescents aged 14 to 20 years who participated in two or more consecutive waves of a longitudinal study between 1993 and 1996 (response rate 74%). Discrete-time survival analysis was used to describe the risks and risk factors for substance use initiation and progression. Results: The risk for initiating use of any substance accelerated in early adolescence and peaked at age 18. The risk for progression from use of alcohol, marijuana, and/or inhalants to the use of other illicit drugs (e.g., cocaine) increased over the first 4.5 years after initiating substance use, then diminished in subsequent years. The risk of substance use initiation and progression varied across the four participating communities and by season of the year. Compared to adolescents who initiated substance use with alcohol only, adolescents who initiated substance use with marijuana or inhalants were more likely to progress to use other illicit drugs. Conclusions: Prevention programs for AI communities should be designed to address these community, age, and seasonal variations in the risks for substance use initiation and progression.