Upper Klamath Lake, in south-central Oregon, contains long sediment records with well-preserved diatoms and lithological variations that reflect climate-induced limnological changes. These sediment archives complement and extend high resolution terrestrial records along a north-south transect that includes areas influenced by the Aleutian Low and Subtropical High, which control both marine and continental climates in the western United States. The longest and oldest core collected in this study came from the southwest margin of the lake at Caledonia Marsh, and was dated by radiocarbon and tephrochronology to an age of about 45 ka. Paleolimnological interpretations of this core, based upon geochemical and diatom analyses, have been augmented by data from a short core collected from open water environments at nearby Howards Bay and from a 9-m core extending to 15 ka raised from the center of the northwestern part of Upper Klamath Lake. Pre- and full-glacial intervals of the Caledonia Marsh core are characterized and dominated by lithic detrital material. Planktic diatom taxa characteristic of cold-water habitats (Aulacoseira subarctica and A. islandica) alternate with warm-water planktic diatoms (A. ambigua) between 45 and 23 ka, documenting climate changes at millennial scales during oxygen isotope stage (OIS) 3. The full-glacial interval contains mostly cold-water planktic, benthic, and reworked Pliocene lacustrine diatoms (from the surrounding Yonna Formation) that document shallow water conditions in a cold, windy environment. After 15 ka, diatom productivity increased. Organic carbon and biogenic silica became significant sediment components and diatoms that live in the lake today, indicative of warm, eutrophic water, became prominent. Lake levels fell during the mid-Holocene and marsh environments extended over the core site. This interval is characterized by high levels of organic carbon from emergent aquatic vegetation (Scirpus) and by the Mazama ash (7.55 ka), generated by the eruption that created nearby Crater Lake. For a brief time the ash increased the salinity of Upper Klamath Lake. High concentrations of molybdenum, arsenic, and vanadium indicate that Caledonia Marsh was anoxic from about 7 to 5 ka. After the mid-Holocene, shallow, but open-water environments returned to the core site. The sediments became dominated (>80%) by biogenic silica. The open-water cores show analogous but less extreme limnological and climatic changes more typical of mid-lake environments. Millennial-scale lake and climate changes during OIS 3 at Upper Klamath Lake contrast with a similar record of variation at Owens Lake, about 750 km south. When Upper Klamath Lake experienced cold-climate episodes during OIS 3, Owens Lake had warm but wet episodes; the reverse occurred during warmer intervals at Upper Klamath Lake. Such climatic alternations apparently reflect the variable position and strength of the Aleutian Low during the mid-Wisconsin.