Time bias corrected monthly temperature, precipitation, and drought index data from various climatic sub-divisions for the period 1895 to 2003 were analyzed to examine how these variables vary over the annual, interannual, and interdecadal time scales. Data analysis procedure involves decomposing each monthly time series into long-term trend, interannual, annual, and irregular components and then examining the temporal evolution of each of them. The decomposition itself is accomplished with the help of a recursive procedure involving a series of filters that use either the locally weighted regression estimation or moving averages. Prior studies have shown that El Niņo events, Pacific Decadal Oscillation (PDO), and Arctic Oscillation (AO) influence the climate of the United States. Time series of various atmospheric and oceanic indices are used to describe what influence these climatic fluctuations exert the temporal variability of drought in various regions of the United States.