The authors compared high school students in Baja California Norte (BCN), Mexico (n = 775), with Mexican American students in Los Angeles (LA), California (n = 516). The students' use of cigarettes, alcohol, marijuana, cocaine, inhalants, and other illicit drugs were compared, because these vary by gender, country, and their age of first drug use and are influenced by demographic variables, individual characteristics, and environmental influences. More BCN students than LA students had used alcohol, but more LA than BCN students had used illicit drugs and initiated drug use earlier. When demographic variables were influential, they were most powerful and increased the risk for drug use more than environmental factors or individual characteristics. Environmental factors were most influential for boys' drug use, whereas environmental and demographic variables were most influential for girls' drug use.