Proper subcellular localization is critical for proteins to perform their roles in cellular functions. Proteins are transported by different cellular sorting pathways, some of which take a protein through several intermediate locations until reaching its final destination. The pathway a protein is transported through is determined by carrier proteins that bind to specific sequence motifs. In this article, we present a new method that integrates protein interaction and sequence motif data to model how proteins are sorted through these sorting pathways. We use a hidden Markov model (HMM) to represent protein sorting pathways. The model is able to determine intermediate sorting states and to assign carrier proteins and motifs to the sorting pathways. In simulation studies, we show that the method can accurately recover an underlying sorting model. Using data for yeast, we show that our model leads to accurate prediction of subcellular localization. We also show that the pathways learned by our model recover many known sorting pathways and correctly assign proteins to the path they utilize. The learned model identified new pathways and their putative carriers and motifs and these may represent novel protein sorting mechanisms. Supplementary results and software implementation are available from http://murphylab.web.cmu.edu/software/2010_RECOMB_pathways/.