Patterns of comorbidity between depressive symptoms and substance use were examined simultaneously in community and clinical-based samples of 5268 Costa Rican adolescents, ages 12-20, through a series of descriptive, ANCOVA and logistic regression analyses. Groups surveyed included high school students, street youth, and youth in treatment for substance abuse problems. Results revealed significant group differences in substance use and significant correlations between depressive symptoms and problems with alcohol and drugs. The association between depressive symptoms and overall substance use involvement was significant for all youth, but strongest for female street youth. Logistic regression analyses revealed that depressive symptoms were associated with increased odds of specific substance use for all three groups, though in the case of street youth and youth in treatment, these associations only were observed in males. Analyses of covariance indicated that problems with drugs and alcohol differed across group and sex. Youth in treatment had more problems with drugs and alcohol than other groups. Among street youth, males had more problems with drugs than females. This study provides a unique cross-cultural perspective on the comorbidity of depression and substance use among youth, and allows for comparative analyses between community and clinical-based participants.