Smoking commonly co-occurs with substance dependence, mood disorders, anxiety disorders, and other behavioral disorders (Agrawal et al., 2008; Breslau, 1995; Breslau et al., 2004a, b; Falk et al., 2006; Grant et al., 2004; Griesler et al., 2008; John et al., 2003; Klungsoyr et al., 2006; Pasco et al., 2008; Pedersen and von Soest, 2009; Sihvola et al., 2008). For example, daily smoking is associated with the onset of alcohol dependence and major depressive disorder (Breslau et al., 2004a). In general, individuals with nicotine dependence have a two to three fold increased odds for having another psychiatric disorder.