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In populations that are distributed across steep environmental gradients, the potential for local adaptation is largely determined by the spatial scale of fitness variation relative to dispersal distance. Since altitudinal gradients are generally characterized by dramatic ecological transitions over relatively short linear distances, adaptive divergence across such gradients will typically require especially strong selection to counterbalance the homogenizing effect of gene flow. Here we report the results of a study that was designed to test for evidence of adaptive divergence across an altitudinal gradient in a natural population of deer mice, Peromyscus maniculatus. We conducted a multilocus survey of allozyme variation across a steep altitudinal gradient in the southern Rocky Mountains that spanned several distinct biomes, from prairie grassland to alpine tundra. As a control for the effects of altitude, we also surveyed the same loci in mice sampled along a latitudinal transect through the prairie grassland that ran perpendicular to the east-west altitudinal transect. We used a coalescent-based simulation model to identify loci that deviated from neutral expectations, and we then assessed whether locus-specific patterns of variation were nonrandom with respect to altitude. Results indicated that the albumin locus (Alb) reflects a history of diversifying selection across the altitudinal gradient. This conclusion is supported by two main lines of evidence: (1) Alb was characterized by levels of divergence across the altitudinal transect that exceeded neutral expectations in two consecutive years of sampling (in contrast to the spatial pattern of variation across the latitudinal transect), and (2) levels of divergence at the Alb locus exhibited a positive association with altitudinal distance in both years (in contrast to the pattern observed at unlinked loci). We conclude that clinal variation at the Alb locus reflects a balance between gene flow and diversifying selection that results from elevational changes in fitness rankings among alternative genotypes.