Weather and climate extremes have been varying and changing on many different time scales. In recent decades, heat waves have generally become more frequent across the United States, while cold waves have been decreasing. While this is in keeping with expectations in a warming climate, it turns out that decadal variations in the number of U.S. heat and cold waves do not correlate well with the observed U.S. warming during the last century. Annual peak flow data reveal that river flooding trends on the century scale do not show uniform changes across the country. While flood magnitudes in the Southwest have been decreasing, flood magnitudes in the Northeast and north-central United States have been increasing. Confounding the analysis of trends in river flooding is multiyear and even multidecadal variability likely caused by both large-scale atmospheric circulation changes and basin-scale “memory” in the form of soil moisture. Droughts also have long-term trends as well as multiyear and decadal variability. Instrumental data indicate that the Dust Bowl of the 1930s and the drought in the 1950s were the most significant twentieth-century droughts in the United States, while tree ring data indicate that the megadroughts over the twelfth century exceeded anything in the twentieth century in both spatial extent and duration. The state of knowledge of the factors that cause heat waves, cold waves, floods, and drought to change is fairly good with heat waves being the best understood.