Climate oscillations of the Quaternary drove the repeated expansion and contraction of ecosystems. Alpine organisms were probably isolated in sky island refugia during warm interglacials, such as now, and expanded their range by migrating down-slope during glacial periods. We used population genetic and phylogenetic approaches to infer how paleoclimatic events influenced the distribution of genetic variation in the predominantly alpine butterfly Parnassius smintheus. We sequenced a 789 bp region of cytochrome oxidase I for 385 individuals from 20 locations throughout the Rocky Mountains, ranging from southern Colorado to northern Montana. Analyses revealed at lease two centers of diversity in the northern and southern Rocky Mountains and strong population structure. Nested clade analysis suggested that the species experienced repeated cycles of population expansion and fragmentation. The estimated ages of these events, assuming a molecular clock, corresponded with paleoclimatic data on habitat expansion and contraction over the past 400,000 years. We propose that alpine butterflies persisted in an archipelago of isolated sky islands during interglacials and that populations expanded and became more connected during cold glacial periods. An archipelago model implies that the effects of genetic drift and selection varied among populations, depending on their latitude, area, and local environment. Alpine organisms are sensitive indicators of climate change and their history can be used to predict how high-elevation ecosystems might respond to further climate warming.