Drawing upon an "exposure opportunity" concept described by Wade Hampton Frost, the authors studied two mechanisms to help account for prior observations about the "stepping-stone" or "gateway" sequences that link the use of alcohol, tobacco, marijuana, and cocaine. Data were obtained from four nationally representative and independent cross-sectional samples of US household residents (n = 44,624 persons aged 12-25 years). Data were gathered using standardized self-report methods and were analyzed via survival methods. Results indicated that users of tobacco and alcohol were more likely than nonusers to have an opportunity to try marijuana and were more likely to actually use marijuana once a marijuana opportunity had occurred. Opportunity to use cocaine was associated with prior marijuana smoking. Among young people with a cocaine opportunity, those who had used marijuana were more likely to use cocaine than were those with no history of marijuana use. The observed associations did not seem to arise solely as a result of young drug users' seeking out opportunities to use drugs. Applying Frost's epidemiologic concept of exposure opportunity, the authors offer new epidemiologic evidence on the sequences that link earlier use of alcohol and tobacco to later illegal drug involvement.