Rapid climate change has the potential to affect economic, social, and biological systems. A concern for species conservation is whether or not the rate of on-going climate change will exceed the rate at which species can adapt or move to suitable environments. Here we assess the climate velocity (both climate displacement rate and direction) for minimum temperature, actual evapotranspiration, and climatic water deficit (deficit) over the contiguous US during the 20th century (1916–2005). Vectors for these variables demonstrate a complex mosaic of patterns that vary spatially and temporally and are dependent on the spatial resolution of input climate data. Velocities for variables that characterize the climatic water balance were similar in magnitude to that derived from temperature, but frequently differed in direction resulting in the divergence of climate vectors through time. Our results strain expectations of poleward and upslope migration over the past century due to warming. Instead, they suggest that a more full understanding of changes in multiple climatic factors, in addition to temperature, may help explain unexpected or conflicting observational evidence of climate-driven species range shifts during the 20th century.