The study investigated whether there was covariation between risk behaviors, including suicidality, in a community probability sample of children and adolescents, and whether risk behavior was associated with selected potential correlates. A sample of 9- to 17-year-old youths (n = 1,285) and their caretakers were interviewed in the Methods for the Epidemiology of Child and Adolescent Mental Disorders Study. The risk behaviors were marijuana smoking, alcohol use, intercourse, fighting, cigarette smoking, and suicidal ideation/attempts. Relationships between the risk behaviors were described using odds ratios. Linear regression analyses of an index of risk behavior on the selected potential correlates of risk behavior were conducted. There were significant relationships between all pairs of risk behaviors. The score on the index of risk behavior was associated with stressors, lack of resources, family psychiatric disorder, psychopathology, and functional impairment. Tables, references