Alcohol, tobacco, and illegal drug use are held responsible for considerable mortality and morbidity [1], but in the most recent World Health Organization (WHO) Global Burden of Disease estimates, the authors unanimously asserted that better epidemiological data on use were needed, particularly in less established market economies [2–4]. This paper presents data on lifetime alcohol, tobacco, cannabis, and cocaine use from rigorously conducted field surveys using a common research approach in the first 17 countries to participate in the WHO's World Mental Health (WMH) Survey Initiative [5,6]. A number of less established market economies are included in this set of countries.