Animal species across multiple taxa demonstrate multi-annual population cycles, which have long been of interest to ecologists. Correlated population cycles between species that do not share a predator–prey relationship are particularly intriguing and challenging to explain. We investigated annual population trends of greater sage-grouse (Centrocercus urophasianus) and cottontail rabbits (Sylvilagus sp.) across Wyoming to explore the possibility of correlations between unrelated species, over multiple cycles, very large spatial areas, and relatively southern latitudes in terms of cycling species. We analyzed sage-grouse lek counts and annual hunter harvest indices from 1982 to 2007. We show that greater sage-grouse, currently listed as warranted but precluded under the US Endangered Species Act, and cottontails have highly correlated cycles (r = 0.77). We explore possible mechanistic hypotheses to explain the synchronous population cycles. Our research highlights the importance of control populations in both adaptive management and impact studies. Furthermore, we demonstrate the functional value of these indices (lek counts and hunter harvest) for tracking broad-scale fluctuations in the species. This level of highly correlated long-term cycling has not previously been documented between two non-related species, over a long time-series, very large spatial scale, and within more southern latitudes.