Overall, there is substantial evidence for both genetic and shared environmental influences on substance use. The importance of these factors changes throughout development, with increasing genetic and decreasing shared environmental effects. These factors also seem to be largely non-specific in nature. In this report we examine, for the first time to our knowledge, three important questions about risk for substance use: (1) Is there a general vulnerability from early adolescence to young adulthood? (2) If so, do the genetic and environmental influences on this vulnerability, and also any substance-specific risks, change across development? (3) Do these developmental processes differ in males and females? We hypothesized that a general vulnerability factor would impact on consumption of alcohol, tobacco and illicit substances across development, with genetic factors increasing and shared environmental factors decreasing in importance, and there would be no sex differences in these developmental processes.