Carry-over effects from one stage of the annual cycle to subsequent stages can have profound effects on individual fitness. In migratory birds, much research has been devoted to examining such effects from the nonbreeding to the breeding period. We investigated potential carry-over effects influencing spring body condition, breeding phenology, and performance for 3 species of sympatric, declining Nearctic–Neotropical migratory swallows: Bank Swallow (Riparia riparia), Barn Swallow (Hirundo rustica), and Cliff Swallow (Petrochelidon pyrrhonota). To examine carry-over effects, we used structural equation modeling and several intrinsic markers, including stable isotope (δ²H, δ¹³C, and δ¹⁵N) and corticosterone (CORT_f) values from winter molted-feathers, and changes in telomere length between breeding seasons. We found support for carry-over effects for all 3 species, however, the specific relationships varied between species and sexes. Effects leading to lower breeding performance were only observed in male Bank, female Barn, and female and male Cliff Swallows. In most cases, carry-over effects were attributed to differences in stable isotope values (most commonly with δ²H) presumably related to differences in winter habitat use, but, for Cliff Swallows, negative carry-over effects were also linked to higher CORT_f values and greater rates of telomere shortening. This work provides further support for the potential role of nonbreeding conditions on population declines, and indicates how multiple intrinsic markers can be used to provide information on ecological conditions throughout the annual cycle.