Drug abuse, overeating, and smoking are all examples of instrumental behaviors that often involve chains or sequences of behavior. A behavior chain is minimally composed of a procurement response that is required in order for a subsequent consumption response to be reinforced. Despite the translational importance of behavior chains, few studies have attempted to understand what binds them together and takes them apart. This article surveys the development of the heterogeneous instrumental chain method and introduces recent findings that have used extinction to analyze the associative content of (what is learned in) the chain. Chained responses that are occasion-set by their own discriminative stimuli may be directly associated; extinction of the procurement response weakens its associated consumption response, and extinction of the consumption response weakens its associated procurement response. Extinction itself involves learning to inhibit the response. Extinguished chained responses are subject to renewal when they are tested either back in the acquisition context or in a new context. In addition, a consumption response that is extinguished outside its chain is renewed when returned to the context of the preceding response in the chain. Research on heterogeneous behavior chains can provide important insights into an important but often overlooked aspect of instrumental learning.