This paper uses a unique dataset collected among inhabitants of Amsterdam, to study the dynamics in the consumption of cannabis and cocaine. It appears that if people start using these drugs they are most likely to do so at age 18-20 for cannabis and age 20-25 for cocaine. There is some evidence of a 'stepping stone' or 'gateway' effect from cannabis to cocaine. However, the fact that there is multiple drug use has to do mostly with (unobserved) heterogeneity and not with the use of one drug causing the use of another.