As high-throughput molecular dynamics simulations of proteins become more common and the databases housing the results become larger and more prevalent, more sophisticated methods to quickly and accurately mine large numbers of trajectories for relevant information will have to be developed. One such method, which is only recently gaining popularity in molecular biology, is the continuous wavelet transform, which is especially well-suited for time course data such as molecular dynamics simulations. We describe techniques for the calculation and analysis of wavelet transforms of molecular dynamics trajectories in detail and present examples of how these techniques can be useful in data mining. We demonstrate that wavelets are sensitive to structural rearrangements in proteins and that they can be used to quickly detect physically relevant events. Finally, as an example of the use of this approach, we show how wavelet data mining has led to a novel hypothesis related to the mechanism of the protein γδ resolvase.