Two primary methods for reconstructing paleofire occurrence include dendrochronological dating of fire scars and stand ages from live or dead trees (extending back centuries into the past) and sedimentary records of charcoal particles from lakes and bogs, providing perspectives on fire history that can extend back for many thousands of years. Studies using both proxies have become more common in regions where lakes are present and fire frequencies are low, but are rare where high-frequency surface fires dominate and sedimentary deposits are primarily bogs and wetlands. Here we investigate sedimentary and fire-scar records of fire in two small watersheds in northern New Mexico, in settings recently characterised by relatively high-frequency fire where bogs and wetlands (Chihuahueños Bog and Alamo Bog) are more common than lakes. Our research demonstrates that: (1) essential features of the sedimentary charcoal record can be reproduced between multiple cores within a bog deposit; (2) evidence from both fire-scarred trees and charcoal deposits documents an anomalous lack of fire since ~1900, compared with the remainder of the Holocene; (3) sedimentary charcoal records probably underestimate the recurrence of fire events at these high-frequency fire sites; and (4) the sedimentary records from these bogs are complicated by factors such as burning and oxidation of these organic deposits, diversity of vegetation patterns within watersheds, and potential bioturbation by ungulates. We consider a suite of particular challenges in developing and interpreting fire histories from bog and wetland settings in the Southwest. The identification of these issues and constraints with interpretation of sedimentary charcoal fire records does not diminish their essential utility in assessing millennial-scale patterns of fire activity in this dry part of North America.