The goal of this study is to evaluate whether a second disorder-specific intervention improves longer term (up to 18 months) treatment outcomes for male and female Veterans with co-occurring depression and alcohol/substance disorders and trauma history (with or without PTSD diagnosis). This 4 years randomized two-group design uses repeated assessments at baseline and every 3 months for a total of 12 months. The investigators are providing their recently developed integrated intervention for comorbid depression and substance disorders for the initial 12 weeks in group format (Integrated Cognitive Behavioral Therapy; Phase I). After the 12 week group intervention, participants will be randomized to receive either a review of the initial intervention in individual sessions, or a trauma-specific intervention, Cognitive Processing Therapy, with integrated addiction treatment components. Length, duration, and setting of both interventions will be the same, and all participants will meet with the program psychiatrist for medication appointments. No medications are under study and no placebo is used; medications will be prescribed using standard VA protocol. Research assessments will document diagnosis, recent substance use, depression and PTSD symptoms, medication adherence, and life stress.