Obsessive–compulsive disorder (OCD) is unique among mental illnesses in that its comorbidity with alcohol use disorders (AUD), substance use disorders (SUD), and smoking has been reported to be common in the community but surprisingly less frequent in clinical settings. To better investigate this dual diagnosis, we screened the Medline, PsychInfo, and Scopus databases. We did not apply strict criteria for the selection of articles because this article is a narrative review. Relatively, mild OCD is characterized by a high prevalence of AUD/SUD. Comorbidity becomes less frequent as OCD grows more distressing up to a certain degree of illness severity, above which it rises once more. In contrast, the prevalence of AUD/SUD in anxiety disorders, depression, and bipolar disorder is higher in clinical samples than in the community. The high prevalence of AUD/SUD accompanying OCD in community settings may be accounted for by self-medication, whereas decreasing prevalence in clinical samples may reflect personality traits common among obsessive-compulsive people, such as an elevated sense of harm and risk avoidance. An increase in more severe patients may imply the interplay between impulsiveness and compulsiveness. The distinct symptom dimensions of OCD, such as washing, checking, and having taboo thoughts, may be associated with varying degrees of predisposition to AUD/SUD as well as with different rates for seeking treatment, thus affecting the contradictions in the comorbidity rates of OCD and AUD/SUD. Our search confirms the U-shaped curve model put forward to explain the intricate relationship between OCD and AUD/SUD.