Trifluoromethylative difunctionalization and hydrofunctionalization of unactivated alkenes have been developed into powerful synthetic methodologies. On the other hand, methylative difunctionalization of olefins remains an unexplored research field. We report in this paper the Cu-catalyzed alkoxy methylation, azido methylation of alkenes using dicumyl peroxide (DCP), and di-tert-butyl peroxide (DTBP) as methyl sources. Using functionalized alkenes bearing a tethered nucleophile (alcohol, carboxylic acid, and sulfonamide), methylative cycloetherification, lactonization, and cycloamination processes are subsequently developed for the construction of important heterocycles such as 2,2-disubstituted tetrahydrofurans, tetrahydropyrans, γ-lactones, and pyrrolidines with concurrent generation of a quaternary carbon center. The results of control experiments suggest that the 1,2-alkoxy methylation of alkenes goes through a radical-cation crossover mechanism, whereas the 1,2-azido methylation proceeds via a radical addition and Cu-mediated azide transfer process.