The majority of children and adults have not only ADHD but a comorbid, or coexisting, condition, such as depression, anxiety, bipolar disorder or substance abuse. Around 20 percent have three or more conditions. This not only make diagnosis more difficult but complicate treatment as well.
During the diagnostic process, medical professionals must determine if the comorbid is a separate condition or if it is a result of ADHD symptoms. For example, someone may show signs of depression or anxiety alongside ADHD symptoms. This may be caused by the frustration of dealing with untreated ADHD symptoms; in this case, treating the ADHD may help reduce symptoms of the depression or anxiety. However, it may be that these conditions are present alongside the ADHD and, if so, symptoms will not improve until both conditions are treated.
The following are some of the ways physicians treat some of the common comorbid conditions:
Stimulant medications, frequently used to treat ADHD symptoms, are not very effective in treating symptoms of depression and antidepressants are not effective in treating ADHD symptoms. Therefore, when both ADHD and depression are present, and, medication is called for, a combination of SSRIs and stimulant medication is often suggested. For adolescents with ADHD and depression, bupropion, a medication to treat depression may be helpful in treating both conditions.
Some anxiety disorders, such as social phobia and panic disorder, may be helped once ADHD symptoms are treated and managed. If anxiety symptoms remain, SSRIs may be suggested as well. Sometimes anxiety disorders are overlooked because one of the side effects of stimulant medication is anxiety or nervousness. Obsessive compulsive disorder is often treated with SSRIs. The ADHD symptoms can be treated at the same time with stimulant or non-stimulant medication. Behavior modification can also help reduce symptoms of OCD. For specific phobias, Dr. Joel Young, in the article, "ADHD and Psychiatric Comorbidities: Treatment Approaches to Improve Outcomes," suggests managing symptoms of ADHD with medication and then adding exposure therapy. 
Treating bipolar disorder and ADHD can be difficult because, in some patients, stimulant medications can trigger manic episodes. If these types of medications are used, you should be closely monitored to make sure this is not happening. Dr. Young suggests first controlling the symptoms of bipolar disorder with standard medication treatments, and, once it is properly managed, adding stimulant medications if needed. He believes by managing ADHD symptoms, those with bipolar disorder may be more likely to continue receiving treatment for bipolar disorder. 
Oppositional Defiant Disorder and Conduct Disorder
Children diagnosed with oppositional defiant disorder and ADHD usually go on to develop conduct disorder.  Treatment for ADHD, both stimulant and non-stimulant medications often will reduce antisocial and aggressive behavior. For those children who still remain aggressive, mood stabilizers and atypical antipsychotics are sometimes recommended. In addition to medication, individual and family therapy is frequently helpful.
When there is substance abuse, this should be treated first. Once you have complied with treatment are are substance-free, symptoms of ADHD can be addressed. Often atomoxetine, a non-stimulant medication for ADHD, is recommended because stimulants have a high risk of abuse. Substance abuse has been linked to untreated ADHD and studies have shown that it is reduced if ADHD is treated early. 
  "ADHD and Comorbid Conditions," 2012, Nitin Patel, Mita Patel, Harsha Patel, Current Directions in ADHD and Its Treatment, InTech
  "ADHD and Psychiatric Comorbidities: Treatment Approaches to Improve Outcomes," 2009, Joel L. Young, M.D., Medsacpe Education Psychiatry & Mental Health
"Advances in Understanding and Treating ADHD," 2011, Kevin M. Antshel et al, BMC Medicine
"Anxiety Disorders and ADHD: Comorbidity the Rule, Not the Exception," 2012, May 8, Arline Kaplan, Psychiatric Times
"Managing ADHD in Children, Adolescents, and Adults with Comorbid Anxiety in Primary Care," 2007, Moderated by Dr. Adler, Primary Care Companion, Journal of Clinical Psychiatry