Persistent cigarette smoking is associated with significant morbidity and mortality. Correlates of difficulty quitting smoking include psychopathology, such as major depressive disorder, and problems with other substances, such as alcoholism. In addition, socio-demographic risk (e.g. poverty) and protective (e.g. living in a region with stringent tobacco laws) influences can modify risk for persistent cigarette smoking. Using data on 17,919 individuals with a lifetime history of smoking 100 or more cigarettes, from a nationally representative U.S. sample, we examine the constellation of risk and protective factors that correlate with smoking cessation (defined as remaining smoke-free in the past 12 months) across four cohorts: young (18-31 years), intermediate-aged (32-43 years), middle-aged (44-60 years) and older (61-99 years) adults. Using survival analyses, we demonstrate that in addition to a history of DSM-IV nicotine dependence, which is negatively associated with smoking cessation, living below the poverty line is also associated with persistent smoking across all age cohorts. Residents over the age of 31 years living on the U.S. West Coast are less likely to be persistent smokers as well. Major depressive disorder is associated with persistent smoking, but interestingly, only in middle-aged and older adults. Alcoholism and a family history of substance use problems are both correlated with persistent smoking but only in older adults. Here, we find evidence for psychopathology that may hinder successful quit attempts during the developmental period when a majority of quit attempts are made (early to mid-40's). However, our analyses also highlight the important benefits of effective tobacco legislation on the U.S. West Coast and urge policy makers to actively consider addressing issues surrounding tobacco taxation and the impact of poverty on tobacco use, in addition to the risks posed by co-occurring psychiatric problems and other substance use disorders.