The earliest stages of involvement with illicit drugs have been understudied. In a recent report, we examined initial opportunities to try marijuana and transitions from first opportunity to first use of that drug. This report extends that work by investigating early involvement with cocaine, heroin, and hallucinogens as well. We examine sex and race ethnicity differences in estimates of having a drug opportunity, and in the probability of progressing from having an opportunity to try a drug to actually using the drug. Self-report interview data collected for the National Household Surveys on Drug Abuse (NHSDA) from 1979 to 1994 were analyzed. Results showed that an estimated 51% of US residents have had an opportunity to try marijuana; comparative estimates for cocaine, hallucinogens, and heroin are 23, 14, and 5%, respectively. Among those who eventually used each drug, the vast majority made the transition from first opportunity to first use within 1 year. Males were more likely than females to have opportunities to try these drugs, but were not more likely than females to progress to actual use once an opportunity occurred. Time trends indicate recent increases from 1990 to 1994 in the estimated probability of using an illicit drug once an opportunity occurs, particularly for hallucinogens. Exploratory analyses on race ethnicity yielded some interesting leads for future research. This study sheds light on the epidemiology of the earliest stages of drug involvement in the USA. Implications for prevention efforts and for our understanding of sex differences in drug involvement are discussed.