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<h3>Context.</h3> —The main threats to adolescents' health are the risk behaviors they choose. How their social context shapes their behaviors is poorly understood. <h3>Objective.</h3> —To identify risk and protective factors at the family, school, and individual levels as they relate to 4 domains of adolescent health and morbidity: emotional health, violence, substance use, and sexuality. <h3>Design.</h3> —Cross-sectional analysis of interview data from the National Longitudinal Study of Adolescent Health. <h3>Participants.</h3> —A total of 12118 adolescents in grades 7 through 12 drawn from an initial national school survey of 90118 adolescents from 80 high schools plus their feeder middle schools. <h3>Setting.</h3> —The interview was completed in the subject's home. <h3>Main Outcome Measures.</h3> —Eight areas were assessed: emotional distress; suicidal thoughts and behaviors; violence; use of 3 substances (cigarettes, alcohol, marijuana); and 2 types of sexual behaviors (age of sexual debut and pregnancy history). Independent variables included measures of family context, school context, and individual characteristics. <h3>Results.</h3> —Parent-family connectedness and perceived school connectedness were protective against every health risk behavior measure except history of pregnancy. Conversely, ease of access to guns at home was associated with suicidality (grades 9-12:<i>P</i><.001) and violence (grades 7-8:<i>P</i><.001; grades 9-12:<i>P</i><.001). Access to substances in the home was associated with use of cigarettes (<i>P</i><.001), alcohol (<i>P</i><.001), and marijuana (<i>P</i><.001) among all students. Working 20 or more hours a week was associated with emotional distress of high school students (<i>P</i><.01), cigarette use (<i>P</i><.001), alcohol use (<i>P</i><.001), and marijuana use (<i>P</i><.001). Appearing "older than most" in class was associated with emotional distress and suicidal thoughts and behaviors among high school students (<i>P</i><.001); it was also associated with substance use and an earlier age of sexual debut among both junior and senior high students. Repeating a grade in school was associated with emotional distress among students in junior high (<i>P</i><.001) and high school (<i>P</i><.01) and with tobacco use among junior high students (<i>P</i><.001). On the other hand, parental expectations regarding school achievement were associated with lower levels of health risk behaviors; parental disapproval of early sexual debut was associated with a later age of onset of intercourse (<i>P</i><.001). <h3>Conclusions.</h3> —Family and school contexts as well as individual characteristics are associated with health and risky behaviors in adolescents. The results should assist health and social service providers, educators, and others in taking the first steps to diminish risk factors and enhance protective factors for our young people.