Comorbidity among mood, anxiety, and alcohol disorders is common and burdensome, affecting individuals, families, and public health. A systematic and integrative review of the literature across disciplines and research methodologies was performed. Supradisciplinary approaches were applied to the review and the ensuing critical appraisal. Definitions, measurement, and estimation are controversial and inconstant. Recovery from comorbidity cannot be easily extricated from a sociocultural milieu. Methodological challenges in quantitative and qualitative research and across disciplines are many and are discussed. The evidence supporting current treatments is sparse and short-term, and modalities operating in isolation typically fail. People easily fall into the cracks between mental health and addiction services. Clinicians feel untrained and consumers bear the brunt of this: Judgmental and moralistic interactions persist and comorbidity is unrecognized in high-risk populations. Competing historical paradigms of mental illness and addiction present a barrier to progress and reductionism is an impediment to care and an obstacle to the integration and interpretation of research. What matters to consumers is challenging to quantify but worth considering: Finding employment, safe housing, and meaning are crucial to recovery. Complex social networks and peer support in recovery are important but poorly understood. The focus on modalities of limited evidence or generalizability persists in literature and practice. We need to consider different combinations of comorbidity, transitions as opposed to dichotomies of use or illness, and explore the long-term view and emic perspectives.