We used the first five waves of the Health and Retirement Study (HRS) to study three distinct but possibly interrelated phenomena: smoking cessation, changes in alcohol consumption, and changes in weight. The HRS is well suited for our study because it contains smoking and drinking behavior measures; weight; detailed financial, demographic, and health data; and health conditions existing at baseline and those newly occurring. Men who quit smoking within two years before the interview reduced daily alcohol consumption by about 0.1 to 0.15. Smoking cessation did not affect alcohol consumption for women. Unlike men, for whom there was no interaction between smoking cessation and problem drinking, female problem drinkers who quit smoking during the last two years reduced daily alcohol consumption by about 0.3 to 0.4 drinks per day on average, but the effect was only temporary. Quitting or starting heavy drinking had no effect on smoking cessation for either gender. Smoking cessation led to an increase in body mass index (BMI), both for men and for women. Furthermore, the effect increased with duration of smoking cessation. For men, BMI increased by 0.28 in the first two years after smoking cessation, but by almost 0.7 among male smokers who had quit more than two years previously. For females, the short-run effect of smoking cessation was larger, but the long-run effect was about the same as for men. A 0.7 increase in BMI is equivalent to about a five-pound increase in weight for a person who is 5 feet, 11 inches tall. Overall, our longitudinal analysis of HRS data shows that smoking cessation is negatively associated with alcohol consumption and positively associated with weight gain. The specific nature of the link between smoking cessation and alcohol consumption differs between the genders.