Substance use changes rapidly during late adolescence and early adulthood. This time in the life course is also dense with social role changes, as role changes provide dynamic context for individual developmental change. Using nationally representative, multiwave longitudinal data from age 18 to 28, we examine proximal links between changes in social roles and changes in substance use during the transition to adulthood. We find that changes in family roles, such as marriage, divorce, and parenthood, have clear and consistent associations with changes in substance use. With some notable exceptions, changes in school and work roles have weaker effects on changes in substance use compared to family roles. Changes in socializing (i.e., nights out for fun and recreation) and in religiosity were found to mediate the relationship of social role transitions to substance use. Two time-invariant covariates, socioeconomic background and heavy adolescent substance use, predicted social role status, but did not moderate associations, as within-person links between social roles and substance use were largely equivalent across groups. This paper adds to the cascading effects literature by considering how, within individuals, more proximal variations in school, work, and family roles relate to variations in substance use, and which roles appear to be most influential in precipitating changes in substance use during the transition to adulthood.