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Baffin Bay, Texas is the flooded Last Glacial Maximum incised valley of the Los Olmos, San Fernando and Petronila Creeks along the north-western Gulf of Mexico. Cores up to 17 m in length and high-resolution seismic profiles were used to study the history of Baffin Bay over the last 10 kyr and to document the unusual depositional environments within the valley fill. The deposits of the Baffin Bay incised valley record two major and two minor events. Around 8.0 ka, the estuarine environments backstepped more than 15 km in response to an increase in the rate of sea-level rise. Around 5.5 ka, these estuarine environments changed from environments similar to other estuaries of the northern Gulf of Mexico to the unusual suite of environments found today. Another minor flooding event occurred around 4.8 ka in which several internal spits were flooded. Some time after 4.0 ka, the upper-bay mud-flats experienced a progradational event. Because of its semi-arid climate and isolation from the Gulf of Mexico, five depositional environments not found in the other incised-valley fills of the northern Gulf of Mexico are found today within Baffin Bay. These deposits include well-laminated carbonate and siliciclastic open-bay muds, ooid beaches, shelly internal spits and barrier islands, serpulid worm-tube reefs and prograding upper-bay mud-flats. Based on these unusual deposits, and other characteristics of Baffin Bay, five criteria are suggested to help identify incised valleys that filled in arid and semi-arid climates. These criteria include the presence of: (i) hypersaline-tolerant fauna; (ii) aeolian deposits; and (iii) carbonate and/or evaporite deposits; and the absence of: (iv) peat or other organic-rich deposits in the upper bay and bay-margin areas; and (v) well-developed fluvially dominated bayhead deltas.