Adolescence is a time during which the young person is striving to achieve a personal identity. As such, it is a time during which adolescents experiment with different behaviors. It is time of ‘storm and stress'' and of alienation; or simply a period of risk. Risk frequently comes into play when young people experiment with limits and test capacities. They often begin to engage in behaviors that may be detrimental to their health. These include smoking, drinking, drug abuse. This research work was done with the aim of assessing the three important health-risk behaviors [tobacco, alcohol and illicit drug use] among school-aged adolescents in the two most diversely populated cities of Lithuania [Vilnius and Salcininkai]. The study further investigates the association between these risky behaviors and the demographic and socio-economic factors. It was part of the Health Behavior in School-aged Children (HBSC) survey [The WHO collaborative Cross-National study] carried out in Lithuania in the year 2009/10. Thus, the standard method of the International HBSC study protocol was applied throughout the study.