Contemporary climate change is driving widespread geographical range shifts among many species. If species are tracking changing climate successfully, then leading populations should experience similar climatic conditions through time as new populations establish beyond historical range margins. Here, we investigate geographical range shifts relative to changing climatic conditions among a particularly well-sampled assemblage of butterflies in Canada. We assembled observations of 81 species and measured their latitudinal displacement between two periods: 1960–1975 (a period of little climate change) and 1990–2005 (a period with large climate change). We find an unexpected trend for species’ northern borders to shift progressively less relative to increasing minimum winter temperatures in northern Canada. This study demonstrates a novel, systemic latitudinal gradient in lags among a large species assemblage in responses to recent climate change. Even among the most mobile species and without anthropogenic barriers to dispersal, these pollinators have been unable to extend their ranges as fast as required to keep pace with climate change.