Associations among bullying, peer victimization, sexual harassment, and dating violence were examined among 684 middle and high school students. Cluster analysis of self-report measures revealed four distinct bully-victim subtypes: uninvolved, victims, bully-victims, and bullies. African-American students comprised the bully cluster more than White students, but did not report higher rates of dating violence or peer sexual harassment. Bully-victims reported significantly more physical dating violence victimization than members of all other groups, and more emotional abuse in dating relationships than uninvolved students and victims. Bully-victims and victims also reported the highest amount of peer sexual harassment. Anxiety/depression levels were highest among victims and bully-victims. Sexual harassment and dating violence experiences moderated the association between bully-victim subtype and anxiety/depression. That is, victims with the highest levels of sexual harassment and victims and bully-victims with the highest levels of dating violence reported the highest levels of anxiety/depression. Findings highlight the high-risk nature of the bully-victim group and the importance of assessing multiple forms of victimization affecting youth.