In Long Day's Journey Into Night, the Tyrone family's past and present have been so dire that normal coping mechanisms (family love, togetherness, etc.) can't keep up. So what do they turn to for relief? Alcohol and drugs. These forms of retreat might numb the pain, but they also bring their own problems – Mary's constant zoning out and Jamie's inability to hold down a job, to name two examples. There's also a vicious cycle involved in all of this: Mary takes drugs and the Tyrone men drink to escape, but they also feel bad about doing so, leading them to snipe at one another even more maliciously.
Despite all of his nostalgia for his Irish immigrant roots, James's choice of alcohol demonstrates exactly how much he has adopted wealthy American habits.
Jamie shows just as much dependence on women as he does on alcohol.