Constraining the controls on the distribution of sediment at a continental scale is a critical step in understanding long-term landscape and climate evolution. In particular, understanding of the role of rivers in wider sediment routing and impacts on aeolian loess formation on a continental scale remains limited. Extensive Quaternary loess deposits are present on the East European Plain and in the Black Sea - Caspian Sea region and are associated with major rivers draining numerous surrounding cratonic and orogenic hinterland areas. Coupled with this, complex changes in local and global sea level have affected the extent and drainage of the Caspian Sea and the Black Sea, and Quaternary glaciations have impinged on the northern margin of the East European Plain. This suggests that sediment routing and loess formation may show complex patterns and controls. Here, we apply Usingle bondPb dating of detrital zircons from fluvial, marine and aeolian (dominantly loess) sedimentary records on the East European Plain and in the Black Sea - Caspian Sea region. This shows a strong control of large rivers on the distribution of sediments at a continental scale in the region, through long-distance transport of several 1000 km, sourced from continental and mountain glacier areas prior to marine or atmospheric reworking and transportation. Strong spatial variability in zircon Usingle bondPb data from loess deposits on the East European Plain reveals multiple diverse sources to the different individual loess sections, whereas no significant temporal variability in loess source is detected during the Late Pleistocene of the Lower Volga loess in South Russia. While the sediment supply from glacial areas via rivers plays an important role for the provenance of East European Plain loess deposits, our data indicate that the stark spatial diversity in loess provenance on the East European Plain is often driven by the input of multiple local sources. Similar to the loess, marine sediments from different basins of the Black Sea and the Caspian Sea also show significant spatial variability. This variability is controlled by the bathymetry of the seas, leading to sedimentary intermixing by sea currents within, but not between different separated sea basins. A direct comparison of marine and aeolian sediments at the same depositional site suggests that although loess and marine sediments are both dominantly sourced from river sediments containing far travelled sedimentary material, local sources play a more important role in many loess deposits.