Persons diagnosed with schizophrenia (SCZ) or bipolar I disorder (BPI) are at high risk for self-injurious behavior, suicidal ideation, and suicidal behaviors (SB). Characterizing associations between diagnosed health problems, prior pharmacological treatments, and polygenic scores (PGS) has potential to inform risk stratification. We examined self-reported SB and ideation using the Columbia Suicide Severity Rating Scale (C-SSRS) among 3,942 SCZ and 5,414 BPI patients receiving care within the Veterans Health Administration (VHA). These cross-sectional data were integrated with electronic health records (EHRs), and compared across lifetime diagnoses, treatment histories, follow-up screenings, and mortality data. PGS were constructed using available genomic data for related traits. Genome-wide association studies were performed to identify and prioritize specific loci. Only 20% of the veterans who reported SB had a corroborating ICD-9/10 EHR code. Among those without prior SB, more than 20% reported new-onset SB at follow-up. SB were associated with a range of additional clinical diagnoses, and with treatment with specific classes of psychotropic medications (e.g., antidepressants, antipsychotics, etc.). PGS for externalizing behaviors, smoking initiation, suicide attempt, and major depressive disorder were associated with SB. The GWAS for SB yielded no significant loci. Among individuals with a diagnosed mental illness, self-reported SB were strongly associated with clinical variables across several EHR domains. Analyses point to sequelae of substance-related and psychiatric comorbidities as strong correlates of prior and subsequent SB. Nonetheless, past SB was frequently not documented in health records, underscoring the value of regular screening with direct, in-person assessments, especially among high-risk individuals.