Collections of Baetis Leach, Baetodes Needham and Murphy, and Dactylobaetis Traver and Edmunds from the southwestern United States and northern Mexico included new species and new distribution records. The nymphal stages of Baetis sonora n.sp. and Dactylobaetis sinaloa n.sp. are described and figured. Species of Baetis nymphs that were given informal epithets, even though they were described, keyed, and their taxonomic characters figured, are named, or tentatively associated with a described adult. Baetis sp. “A” Morihara and McCafferty is tentatively associated as the nymphal stage of B. adonis Traver, Baetis sp. “B” Morihara and McCafferty is named B. libos, and Baetis sp. “C” Morihara and McCafferty is named B. notos. New collection records extend the known distributional limits of Baetis insignificans McDunnough, Baetodes edmundsi Koss, B. fuscipes Cohen and Allen, and Dactylobaetis mexicanus Traver and Edmunds.