The purpose of this review is to systematically appraise the peer-reviewed literature about clustered forms of psychopathology and to present a framework that can be useful for studying comorbid psychiatric disorders. The review focuses on four of the most prevalent types of mental health problems: anxiety, depression, conduct disorder, and substance abuse. The authors summarize existing empirical research on the distribution of concurrent and sequential comorbidity in children and adolescents and in adults, and they review existing knowledge about exogenous risk factors that influence comorbidity. The authors include articles that used a longitudinal study design and used psychiatric definitions of the disorders. A total of 58 articles met the inclusion criteria and were assessed. Current evidence demonstrates a reciprocal, sequential relation between most comorbid pairs, although the mechanisms that mediate such links remain to be explained. Methodological concerns include the inconsistency of measurement of the disorders across studies, small sample sizes, and restricted follow-up times. Given the significant mental health burden placed by comorbid disorders, and their high prevalence across populations, research on the key risk factors for clustering of psychopathology is needed.