  The interstellar medium (ISM) is turbulent on all scales and in all phases.
In this paper, we study turbulence with different tracers in four nearby
star-forming regions: Orion, Ophiuchus, Perseus, and Taurus. We combine the
APOGEE-2 and Gaia surveys to obtain the full 6-dimensional measurements of
positions and velocities of young stars in these regions. The velocity
structure functions (VSFs) of the stars show a universal scaling of turbulence.
We also obtain H{\alpha} gas kinematics in these four regions from the
Wisconsin H-Alpha Mapper. The VSFs of the H{\alpha} are more diverse compared
to the stars. In regions with recent supernova activities, they show
characteristics of local energy injections and higher amplitudes compared to
the VSFs of stars and of CO from the literature. Such difference in amplitude
of the VSFs can be explained by the different energy and momentum transport
from supernovae into different phases of the ISM, thus resulting in higher
levels of turbulence in the warm ionized phase traced by H{\alpha}. In regions
without recent supernova activities, the VSFs of young stars, H{\alpha}, and CO
are generally consistent, indicating well-coupled turbulence between different
phases. Within individual regions, the brighter parts of the H{\alpha} gas tend
to have a higher level of turbulence than the low-emission parts. Our findings
support a complex picture of the Milky Way ISM, where turbulence can be driven
at different scales and inject energy unevenly into different phases.
