This study examined associations between perceived peer and adolescent alcohol use in European and North American countries. Self-reported monthly alcohol use and adolescents’ report of their peers’ alcohol use were assessed in nationally representative samples of students aged 11.5 and 13.5 years (n = 11,277) in Greece, Scotland, Switzerland, and the United States who participated in the 2005/2006 Health Behavior in School-Aged Children survey. Cross-national associations between perceived peer and adolescent alcohol use were examined using logistic regressions and interactions by gender and country. Perceived peer and adolescent alcohol use were positively associated in all countries, but the association was notably weaker in Greece than in Scotland (boys), and in Greece compared to Switzerland (girls). Further examination of the underlying processes that explain stronger and weaker associations between perceived peer and adolescent alcohol use in some settings could guide the development of effective, culture-specific interventions.