The El Niño–Southern Oscillation (ENSO) is the earth's dominant mode of inter‐annual climate variability. It alternates between warm (El Niño) and cold (La Niña) states, with global impacts on climate and society. This study provides new ENSO reconstructions based on a large, updated collection of proxy records. We use a novel reconstruction approach that employs running principal components, which allows us to take covariance...