In the traditional model of ridge-valley winds, there are typically two wind regimes on a dry day: a downslope, drainage wind at night due to cooling at the surface along the slopes, and an upslope wind during the day due to solar heating of the slopes. This study presents observations from South Park, a broad, flat basin in the Colorado Rockies. The observations consist of time sequences of surface observations, surface mesonet analyses, and vertical atmospheric soundings using a tethered balloon system. On a typical dry day in South Park, three wind regimes were observed: the downslope regime, the upslope regime, and a late morning or afternoon wind which corresponded in direction to the winds above the ridgetops. Because the gradient and ridgetop winds were most frequently from the west, we have called these winds the “afternoon westerues.” The afternoon westerlies occur in conjunction with a deep (2–3 km or more) afternoon convective boundary layer in which momentum (and other properties) are well mixed all the way down to the surface. The appearance of the westerlies at the surface is thus a consequence of the strong turbulent mixing within the convective boundary layer. Vertical tethered balloon soundings taken in mid-morning show that the upslope winds form within a shallow convective boundary layer, which develops beneath the nocturnal inversion in response to surface heating. This stable inversion layer inhibits downward mixing of the upper-level westerlies and allows easterly, upslope flow to establish itself near the surface. When the last remnant of the nocturnal inversion is erased by surface heating and other processes, the westerlies are free to mix downward, and afternoon westerlies are observed at the surface.