One consequence of the proliferation of vote-by-mail (VBM) in certain areas of the United States is the opportunity for voters to cast ballots weeks before Election Day. Understanding the ensuing effects of VBM on late campaign information loss has important implications for both the study of campaign dynamics and public policy debates on the expansion of convenience voting. Unfortunately, the self-selection of voters into VBM makes it difficult to casually identify the effect of VBM on election outcomes. We overcome this identification problem by exploiting a natural experiment, in which some precincts are assigned to be VBM-only based on an arbitrary threshold of the number of registered voters. We assess the effects of VBM on candidate performance in the 2008 California presidential primary via a regression discontinuity design. We show that VBM both increases the probability of selecting candidates who withdrew from the race in the interval after the distribution of ballots but before Election Day and affects the relative performance of candidates remaining in the race. Thus, we find evidence of late campaign information loss, pointing to the influence of campaign events and momentum in American politics, as well as the unintended consequences of convenience voting.