Physical addiction to nicotine is hard to establish and quite weak. It is strongly psychologically addictive.
I'm cautious about the new addictions, and I think there's some misunderstanding in sensationalising in pop therapy, but I can see how porn addiction or sex addiction can happen.
It's pretty well established that people can be addicted to gambling, and I don't see much difference between that and other non-substance based addictions. Gambling is more well known because it is so well tuned to exploit the addict.