It is predicted that climate change will cause species extinctions and distributional shifts in coming decades, but data to validate these predictions are relatively scarce. Here, we compare recent and historical surveys for 48 Mexican lizard species at 200 sites. Since 1975, 12% of local populations have gone extinct. We verified physiological models of extinction risk with observed local extinctions and extended projections worldwide. Since 1975, we estimate that 4% of local populations have gone extinct worldwide, but by 2080 local extinctions are projected to reach 39% worldwide, and species extinctions may reach 20%. Global extinction projections were validated with local extinctions observed from 1975 to 2009 for regional biotas on four other continents, suggesting that lizards have already crossed a threshold for extinctions caused by climate change.