Objectives. The study examined the unique and combined contributions of race/ethnicity, income, and family structure to adolescent cigarette smoking, alcohol use, involvement with violence, suicidal thoughts or attempts, and sexual intercourse. Methods. Analyses were based on the National Longitudinal Study of Adolescent Health. A nationally representative sample of 7th to 12th graders participated in in-home interviews, as did a resident parent for 85.6% of the adolescent subjects. The final sample included 10803 White, Black, and Hispanic 7th to 12th graders. Results. White adolescents were more likely to smoke cigarettes, drink alcohol, and attempt suicide in the younger years than were Black and Hispanic youths. Black youths were more likely to have had sexual intercourse; both Black and Hispanic youths were more likely than White teens to engage in violence. Controlling for gender, race/ethnicity, income, and family structure together explained no more than 10% of the variance in each of the 5 risk behaviors among younger adolescents and no more than 7% among older youths. Conclusions. Findings suggest that when taken together, race/ethnicity, income, and family structure provide only limited understanding of adolescent risk behaviors.