To better understand pathological gambling, potential risk factors were assessed within three domains—gambling behaviors, substance abuse and other problem behaviors, and sociodemographic factors. A random-digit-dial telephone survey was conducted in 1999–2000 with a representative sample of the U.S. population aged 18 or older. The current analyses uses data from the 2168 respondents who gambled in the year before the interview. Gambling measures included the Diagnostic Interview Schedule (DIS)-IV for pathological gambling, frequency of 15 types of gambling, and size of win or loss on the last occasion. Other measures included the quantity and frequency of alcohol consumption, frequency of illicit drug use and criminal offending, and the DIS-IV for alcohol and drug abuse and dependence. Results showed that casino gambling is associated with a high risk of gambling pathology. Lottery, cards, and bingo are associated with a moderately high risk of gambling pathology. Participation in a greater number of types of gambling is strongly predictive of gambling pathology, even after frequency of gambling and size of win or loss are taken into account. Alcohol abuse is strongly predictive of gambling pathology, even with gambling behaviors held constant. Minority and low socioeconomic status (SES) group members have higher levels of gambling pathology than other groups after all other factors are considered.