Enhanced vigilance against predation is often an advantage of living in groups, but most studies have not examined individual-specific variation in the propensity to be vigilant among the animals within a group. We studied vigilance at the nest in colonially nesting Cliff Swallows (Petrochelidon pyrrhonota) in southwestern Nebraska in 2011 and 2012, and asked whether differences among individuals were consistent over time, whether vigilance varied among different colonies, and whether there were positive or negative fitness consequences of different levels of vigilance. We found significant among-individual variation in extent of vigilance and some variation among different colony sites. Vigilance also varied with date and nesting stage, but other phenotypic characteristics of a bird had no effect on vigilance. Differences among individuals in vigilance were not strongly related to their reproductive success that season, but more vigilant individuals were more likely to attempt intrusions into their neighbors' nests. Vigilance at the nest may be partly directed at monitoring conspecifics' activities in neighboring nests. This study is among the few that have investigated individual variation in vigilance behavior, a possible index of personality for Cliff Swallows, and the first to measure variation in vigilance for a colonial bird while breeding.