Cannabis and other illicit drugs are often used or abused comorbidly. Two competing theories to explain this comorbidity are (i) the phenotypic causation (gateway) model and (ii) the correlated liabilities model. We used data from 1191 male and 934 female same-sex twin pairs to test 13 genetically informative models of comorbidity. Models were fit separately for use and abuse/dependence in both sexes. The correlated liabilities model provided a good fit to the data for cannabis and other illicit drug use, as well as abuse/dependence. The relationship between the use or abuse of cannabis and other illicit drugs is not entirely phenotypic, as depicted by the random multiformity of cannabis model, which is an adaptation of the gateway model. The comorbidity appears to arise from correlated genetic and environmental influences. There is some evidence for a model in which high-risk cannabis users may be at increased risk for other illicit drug use. For abuse/dependence, a model with causal pathways between the liability for cannabis and other illicit drug abuse/dependence also fits well. Overall, our results suggest that the use and abuse/dependence of cannabis and other illicit drugs are strongly linked via common risk factors that jointly influence their individual liabilities.