Measurements of the proton momentum distribution np in water from ambient conditions to above the supercritical point are compared with theoretical calculations based on a recently developed polarizable water model. The np along the H-bond direction is narrower in the dense phases, and approaches that of the isolated molecule in the more dilute phases. The theoretical model, which includes only electrostatic interactions, is unable to explain the softening of the local potential experienced by the proton in the dense phases, but it accurately predicts the np for the dilute phases.