The role of tobacco smoke exposure in the development and persistence of asthma and rhinoconjunctivitis through childhood into adolescence is unclear. We assessed the associations of parental smoking from fetal life through adolescence with asthma and rhinoconjunctivitis during childhood and adolescence. We analyzed data for 10,860 participants of five European birth cohort studies from the Mechanisms of the Development of Allergy (MeDALL) consortium. Parental smoking habits and health outcomes (early transient, persistent, and adolescent-onset asthma and rhinoconjunctivitis) were based on questionnaires covering the period from pregnancy to 14-16 y of age. Data were combined and analyzed using a one-stage and two-stage individual participant data meta-analysis. Overall, any maternal smoking during pregnancy tended to be associated with an increased odds of prevalent asthma adjusted odds ratio (aOR)=1.19 (95% CI: 0.98, 1.43), but not prevalent rhinoconjunctivitis aOR=1.05 (95% CI: 0.90, 1.22), during childhood and adolescence. In analyses with phenotypes related to age of onset and persistence of disease, any maternal smoking during pregnancy was associated with early transient asthma aOR=1.79 (95% CI: 1.14, 2.83). Maternal smoking of ≥10 cigarettes/day during pregnancy was associated with persistent asthma aOR=1.66 (95% CI: 1.29, 2.15) and persistent rhinoconjunctivitis aOR=1.55 (95% CI, 1.09, 2.20). Tobacco smoke exposure during fetal life, infancy, childhood, and adolescence was not associated with adolescent-onset asthma or rhinoconjunctivitis. Findings from this combined analysis of five European birth cohorts strengthen evidence linking early exposure to tobacco smoke with asthma during childhood and adolescence. Children with high early-life exposure were more likely than unexposed children to have early transient and persistent asthma and persistent rhinoconjunctivitis. https://doi.org/10.1289/EHP2738.