Background: Several studies have used latent class analyses to explore obesogenic behaviors and substance use in adolescents independently. We explored a variety of health risks jointly to identify distinct patterns of risk behaviors among adolescents. Methods: Latent class models were estimated using Youth Risk Behavior Surveillance System (YRBSS) 2011 data. Behaviors in the models included substance use, physical fights, physical activity (PA), sedentary activity, sleep, fruit and vegetables (F&V) consumption, and weight-related variables. Models were estimated separately by sex. Constrained and unconstrained models were computed for race. Age and perceived and calculated weight status were compared among emergent latent classes using latent multinomial logistic regressions. Results: Four and 5 latent class solutions emerged for boys and girls, respectively. Healthy, sedentary, and physically active (PA) groups were common in both boys and girls. The sample of boys also included a health risk behavior (HRB)/PA group and the sample of girls included HRB and HRB/F&V groups. Conclusions: The results confirm that obesogenic and HRBs should be conceptualized as combined patterns of risk. Health education programming in schools should adopt a multiple health behavior approach to target the continuum of risks adolescents engage in simultaneously.