Phenotypic variation in trait means is a common observation for geographically separated populations. Such variation is typically retained under common garden conditions, indicating that there has been evolutionary change in the populations, as a result of selection and/or drift. Much less frequently studied is variation in the phenotypic covariance matrix (hereafter, P matrix), although this is an important component of evolutionary change. In this paper, we examine variation in the phenotypic means and P matrices in two species of grasshopper, Melanoplus sanguinipes and M. devastator. Using the P matrices estimated for 14 populations of M. sanguinipes and three populations of M. devastator we find that (1) significant differences between the sexes can be attributed to scaling effects; (2) there is no significant difference between the two species; (3) there are highly significant differences among populations that cannot be accounted for by scaling effects; (4) these differences are a consequence of statistically significant patterns of covariation with geographic and environmental factors, phenotypic variances and covariances increasing with increased temperature but decreasing with increased latitude and altitude. This covariation suggests that selection has been important in the evolution of the P matrix in these populations Finally, we find a significant positive correlation between the average difference between matrices and the genetic distance between the populations, indicating that drift has caused some of the variation in the P matrices.