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The availability of water shapes life in the western United States, and much of the water in the region originates in the Rocky Mountains. Few studies, however, have explicitly examined the history of water levels in the Rocky Mountains during the Holocene. Here, we examine the past levels of three lakes near the Continental Divide in Montana and Colorado to reconstruct Holocene moisture trends. Using transects of sediment cores and sub-surface geophysical profiles from each lake, we find that mid-Holocene shorelines in the small lakes (4–110 ha) were as much as ~10 m below the modern lake surfaces. Our results are consistent with existing evidence from other lakes and show that a wide range of settings in the region were much drier than today before 3000–2000 years ago. We also discuss evidence for millennial-scale moisture variation, including an abruptly-initiated and -terminated wet period in Colorado from 4400 to 3700 cal yr BP, and find only limited evidence for low-lake stands during the past millennium. The extent of low-water levels during the mid-Holocene, which were most severe and widespread ca. 7000–4500 cal yr BP, is consistent with the extent of insolation-induced aridity in previously published regional climate model simulations. Like the simulations, the lake data provide no evidence for enhanced zonal flow during the mid-Holocene, which has been invoked to explain enhanced mid-continent aridity at the time. The data, including widespread evidence for large changes on orbital time scales and for more limited changes during the last millennium, confirm the ability of large boundary-condition changes to push western water supplies beyond the range of recent natural variability.