Extraction of oil and gas from unconventional sources, such as shale, has dramatically increased over the past ten years, raising the potential for spills or releases of chemicals, waste materials, and oil and gas. We analyzed spill data associated with unconventional wells from Colorado, New Mexico, North Dakota and Pennsylvania from 2005 to 2014, where we defined unconventional wells as horizontally drilled into an unconventional formation. We identified materials spilled by state and for each material we summarized frequency, volumes and spill rates. We evaluated the environmental risk of spills by calculating distance to the nearest stream and compared these distances to existing setback regulations. Finally, we summarized relative importance to drinking water in watersheds where spills occurred. Across all four states, we identified 21,300 unconventional wells and 6622 reported spills. The number of horizontal well bores increased sharply beginning in the late 2000s; spill rates also increased for all states except PA where the rate initially increased, reached a maximum in 2009 and then decreased. Wastewater, crude oil, drilling waste, and hydraulic fracturing fluid were the materials most often spilled; spilled volumes of these materials largely ranged from 100 to 10,000L. Across all states, the average distance of spills to a stream was highest in New Mexico (1379m), followed by Colorado (747m), North Dakota (598m) and then Pennsylvania (268m), and 7.0, 13.3, and 20.4% of spills occurred within existing surface water setback regulations of 30.5, 61.0, and 91.4m, respectively. Pennsylvania spills occurred in watersheds with a higher relative importance to drinking water than the other three states. Results from this study can inform risk assessments by providing improved input parameters on volume and rates of materials spilled, and guide regulations and the management policy of spills.