Warming-induced range shifts along elevational and latitudinal gradients have been observed in several species from various taxa. The mobility and behavioral plasticity of large endothermic mammals, however, complicate the detection of climatic effects on their spatial distributions. Here, we analyzed 230,565 hunting locations of the four most abundant ungulate species in the European Alps: ibex, chamois, red deer, and roe deer. Year-to-year and inter-decadal range shifts toward higher elevations in Switzerland coincided with warmer, snow-free, and thus more favorable autumn conditions in the same area. The average harvest elevation of ibex, chamois, and red deer significantly increased between 1991 and 2013. Although this trend is anticipated to continue, behavioral plasticity may allow the Alpine ibex and other mountain ungulates to buffer some of the associated consequences of climate change. Our results demonstrate the utility of well-replicated hunting archives to supplement shorter but more precise monitoring data. This study also provides independent evidence of animal range shifts in response to environmental change at interannual and multi-decadal time-scales.