A total of 931 students, 14- to 19-years-old, from 21 continuation high schools in southern California were surveyed as part of an ongoing longitudinal survey. Continuation high schools specialize in the education of youth who have difficulties achieving sufficient credits or otherwise adapting to a comprehensive (or regular) high school setting. Research indicates that students in such high schools report relatively higher levels of substance use as well as numerous psychological and/or behavioral problems compared with regular high school students. Depressive symptomatology at Time 1 was measured by the 20-item Center of Epidemiologic Studies Depression Scale. Substance-use measures were adapted from self-report questionnaire items. Coping was represented by two constructs: seeking social support and anger coping. Perceived stress was determined through questions regarding control over events in one's life and experiences of being nervous, upset, and stressed. Loss of subjects at the 1-year follow-up (Time 2) yielded a final sample of 646 students. The study found that although depression predicted more perceived stress by a student, it was not a unique predictor of anger coping, seeking social support, or substance use. Perceived stress increased seeking social support, and seeking social support decreased the use of anger coping, suggesting that social support many prevent episodes of anger. Anger coping behaviors were significant in sustaining depression and perceived stress and in increasing hard drug use over time. Moderation analysis indicated that although there was no difference in the stress-coping-depression relationship between Latinos and Caucasians, the relationship among perceived stress, anger coping, and depression was stronger for females than for male adolescents. Theoretical and practical implications of these findings are discussed. 3 tables, 6 figures, and 46 references