Migratory birds spend different parts of the annual cycle in geographically disparate places. The conditions and selective pressures during each period are likely to affect individual performance during subsequent periods. This simple fact presents us with considerable obstacles for understanding how agents of global change (i.e., climate, land-use) will influence the ecology, evolution, and conservation of migratory birds. Such inter-seasonal effects are poorly understood within most avian migration systems, in large part because it has been difficult to follow individuals and specific populations year-round. Here, I will show using long-term research from throughout the annual cycle how events on wintering grounds have important consequences for breeding events and annual survival. Understanding how global change will influence migratory organisms requires the study of biological phenomena in the context of the entire annual cycle.