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The spatial scale of conservation necessary to avoid species extinctions is one of the most vigorous debates in conservation biology. One approach holds that protecting sites should be the primary level for action on the ground, the other that conservation action targeting broader seascapes and landscapes is more important. We address this debate systematically by assessing the appropriate spatial scales of conservation for all 4,239 threatened mammals, birds, tortoises and turtles, and amphibians. We find that, in the short- to medium term, 20% of these species are dependent on conservation at single sites, 62% on multiple sites, 18% on both sites and sea- or landscape-scale efforts, and <1% on broad-scale actions alone (where sites are variably sized units that are actually or could potentially be managed for conservation, and “broad scale” refers to sea- or landscape-scale and is determined by the needs of the species in question). Calls for broad-scale conservation action have generally focused on terrestrial birds and mammals, and we confirm that a fifth and a tenth of these, respectively, require conservation action at the landscape scale. However, we also find that two-fifths of threatened freshwater turtles and one-fifth of threatened amphibians depend on broad-scale conservation action to address changes in freshwater processes. Furthermore, the overwhelming majority of threatened marine mammals, birds, and turtles require urgent conservation action at the seascape scale. Our key conclusion is that neither site-scale nor broad-scale approaches alone can prevent mass extinction. Although site protection should remain the cornerstone for almost all threatened species, we demonstrate that a substantial proportion and unexpected diversity of threatened species will be lost in the absence of urgent conservation interventions at the sea- or landscape scale.