Even though we find it strange that a Muslim would ask such a question about matters which are so clear and undisputed, the answer is simply that these things are haraam because Allaah, Whom we must obey, has forbidden them. He tells us in the Qur’aan (interpretation of the meanings):

“And come not near to unlawful sexual intercourse. Verily, it is a faahishah (a great sin) and an evil way.” [al-Israa’ 17:32]

“He has forbidden you only the maytatah (dead animals), and blood, and the flesh of swine…” [al-Baqarah 2:173]

“O you who believe! Intoxicants, gambling, al-ansaab [stone altars for sacrifice to false gods], and al-azlaam (arrows for seeking luck or decision) are an abomination of Shaytaan’s handiwork. So avoid (strictly all) that (abomination) in order that you may be successful.

Shaytaan wants only to excite enmity and hatred between you with intoxicants and gambling, and hinder you from the remembrance of Allaah and from al-salaah. So, will you not then abstain?” [al-Maa’idah 5:90-91]

So we must avoid all that which Allaah has forbidden, out of faith in His laws, in the hope of His reward and in fear of His punishment. We must also believe that Allaah does not forbid anything in Islamic sharee’ah except that which is harmful and corrupt, whether we understand this rationally or not, because He says (interpretation of the meaning):

“And no, by your Lord, they can have no Faith, until they make you (O Muhammad) judge in all disputes between them, and find in themselves no resistance against your decisions, and accept (them) with full submission.” [al-Nisaa’ 4:65]