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Alcohol–tobacco interactions and relapse precipitants were examined among alcohol-dependent smokers in a trial of concurrent alcohol and tobacco treatment. After discharge from treatment, participants completed 14 days of electronic diary (ED) assessments of mood, self-efficacy, urges to drink or smoke, and drinking and smoking behavior. ED data revealed an increase in frequency of alcohol urges after smoking episodes. Drinking relapse episodes were predicted by prior ED ratings of low self-efficacy to resist drinking and high urge to smoke. Smoking relapse episodes were predicted by high urge to smoke and high negative, high arousal mood. Results support a cross-substance cue reactivity model of multiple substance use and a limited-strength model, but not a cross-substance coping model.