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Using data from the Project in Human Development in Chicago Neighborhoods we compare social learning, self-control, and social disorganization theories in their ability to explain changes in substance use over time (roughly six years). This research contributes to the understanding of substance use by integrating neighborhood-level variables into a longitudinal framework. Our sample consists of 2,150 racially diverse adolescents, who reside in 76 Chicago neighborhoods and were between the ages of 12 and 18 during the first wave of data collection. We examine how neighborhood characteristics, like collective efficacy and concentrated disadvantage, and individual-level attributes, like ethnicity, self-control, and deviant peer associations, predict changes in tobacco, alcohol, marijuana, and hard drug use over three waves of data. Additionally, we explore interaction effects to see if some statistical relationships are conditioned by neighborhood characteristics or ethnicity. While we found significant relationships with our individual-level factors on substance use, neighborhood characteristics were, for the most part, not significant. We did find that the relationship between deviant peer associations and smoking trajectories was conditioned by neighborhood disadvantage. Overall, when predicting substance use, we find strong support for social learning theory, moderate support for self-control theory, and no support for social disorganization theory.