The α-synucleinopathies comprise a group of adult-onset neurodegenerative disorders including Parkinson’s disease (PD), multiple system atrophy (MSA), dementia with Lewy bodies (DLB,) and — as a restricted non-motor form — pure autonomic failure (PAF). Neuropathologically, the α-synucleinopathies are characterized by aggregates of misfolded α-synuclein in the central and peripheral nervous system. Cardiovascular autonomic failure is a common non-motor symptom in people with PD, a key diagnostic criterion in MSA, a supportive feature for the diagnosis of DLB and disease-defining in PAF. The site of autonomic nervous system lesion differs between the α-synucleinopathies, with a predominantly central lesion pattern in MSA versus a peripheral one in PD, DLB, and PAF. In clinical practice, overlapping autonomic features often challenge the differential diagnosis among the α-synucleinopathies, but also distinguish them from related disorders, such as the tauopathies or other neurodegenerative ataxias. In this review, we discuss the differential diagnostic yield of cardiovascular autonomic failure in individuals presenting with isolated autonomic failure, parkinsonism, cognitive impairment, or cerebellar ataxia.