You shouldn't support a friend when...
They say friends back each other up through thick and thin, but "backing up" doesn't mean endorsing the person's behavior if they're a danger to themselves or others.
In such cases, you should get them the help they need to abandon such habits -- from family, other friends, neighbors, colleagues, a therapist, and so forth.
By keeping your mouth shut and allowing your friend to continue such acts, you're enabling them. It makes you an accomplice who's every bit as guilty as your friend, even if you're not engaging in the same behavior.
If you know they're doing things that can get them in serious trouble with the law and/or harm their well-being, try to convince them to stop. If that doesn't work, get the person's loved ones involved. When no one appears to be getting through, counseling may be in order.