Among any cohort of American youths, some will use drugs and alcohol whereas others will not. Further, some youngsters will not only use these illegal substances but also abuse them, at times wreaking havoc with their lives and ruining their futures. The purpose of this study is to attempt to unravel this heterogeneity of substance abuse; that is, the intention is to contribute to our understanding of what influences the extent to which adolescents are involved in drug and alcohol use. In particular, using a sample of youths from Kentucky schools, the ability of four rival criminological theories to explain adolescent substance use were examined: differential association/social learning theory, social bond theory, self-control theory, and general strain theory. The empirical tests revealed three main conclusions. First, measures of the components of differential association/social learning theory, social bond theory, self-control theory, and general strain theory were able to explain substance use among adolescents. Second, the theories had general effects across males and females and thus were not gender-specific. Third, because all perspectives earned some empirical support, they might best be seen not as theoretical rivals but as complementary theories that all contribute to our understanding of the sources of substance use among youths. (Contains 7 tables.)