Research examining prospective links of e-cigarette use with cigarette, marijuana, and other substance use has been limited largely to 1–2-year follow-up periods and focused on younger adolescents. This study examined longitudinal associations of e-cigarette use with cigarette, marijuana, and other substance use initiation among U.S. adolescents and young adults (AYAs) across an eight-year period. Adolescent (ages 12–17) and young adult (ages 18–25) data from waves 1–6 of the nationally representative Population Assessment of Tobacco and Health study (2013–2021) were used. Discrete time survival models with time-varying weights were employed to examine the risk of cigarette, marijuana, and other drug use initiation over an eight-year follow-up period among AYAs with no lifetime use of e-cigarettes/other tobacco, lifetime but no past 30-day use of e-cigarettes/other tobacco, past 30-day e-cigarettes only, other tobacco use only, or past 30-day e-cigarette/other tobacco use. We compare our time-varying weighting approach to a traditional time-invariant/complete case weighting approach. Across six follow-up waves, all three past 30-day nicotine/tobacco use groups, including e-cigarettes only, had greater risk for cigarette, marijuana, and other drug use initiation relative to those not using nicotine/tobacco. The three past 30-day nicotine/tobacco use groups did not differ from each other in risk for marijuana use initiation. Associations were smaller in magnitude for young adults compared to adolescents, but significant for both age groups. Substance use initiation risks persist beyond 1–2 years for U.S. AYAs using e-cigarettes. Prevention strategies to reduce AYA e-cigarette use are needed to reduce cancer-related risk. •Risk for substance use initiation among those using e-cigarettes persists over 8 years of follow-up.•Risk for marijuana use initiation was equally strong across all nicotine/tobacco use groups.•Individuals using e-cigarettes remain at risk for substance use initiation in young adulthood.•The link of nicotine/tobacco use and marijuana use initiation increased over time.