In engineering, many pressure pipes are made of steels with good plasticity, which are subject to internal pressure, axial force, shear force, bending moment, torsion moment or their combined loads. The plastic limit load is an important indicator of the load capacity of pressure pipe. According to Hill yield function, the theoretical solutions of limit load of orthotropic cylindrical pipe under various combined loads under internal pressure, axial force, shear force, torsion moment, and bending moment have been derived on the basis of elastic perfectly plastic constitutive model. The effects of radial stress on different combined limit loads of cylindrical pipe are explored and these results show that the radial stress should be considered about the limit load calculation especially for thick-walled cylindrical pipe. The interactions of various load combination are analyzed in detail and drawn with the interaction curves. For isotropic cylindrical pipe, the limit load increases with the yield strength. For the orthotropic cylindrical pipe, the limit loads of cylindrical pipe under axial force, bending moment, shear force, and torsion moment without internal pressure are only related to the axial yield strength. The limit bending moment is mainly dependent on the axial yield strength when internal pressure is lower, while the impact of the circumferential yield strength of orthotropic cylindrical pipe is obvious when internal pressure is some higher. When the axial yield strength of orthotropic cylindrical pipe is the same, the circumferential yield strength can enhance the limit axial load, limit torsion moment, and limit shear load. Under the different load conditions including internal pressure, bending moment, axial force, shear force, and torsion moment or their combined loads, the relation of limit bending moment with yield strength ratio is diverse, which is decide by the load combination, the circumferential yield strength, and the axial yield strength.