Considerable controversy surrounds the effectiveness of strictly protected areas that prohibit consumptive resource use. For Tanzania we compared temporal changes in densities of large herbivores among heavily protected national parks and game reserves, partially protected game-controlled areas, and areas with little or no protection. Comparisons based on surveys conducted in the late 1980s and early 1990s versus the late 1990s and early 2000s showed three consistent patterns across the country. First, significant declines in the densities of large herbivores between these two snapshots in time overwhelmingly outnumbered significant increases in all protection categories. Second, more species fared well (increased significantly or showed no significant change) in strictly protected national parks than in areas with partial or no protection and in heavily protected game reserves relative to areas with no protection. Third, significantly more species fared poorly (densities declined or were too low to detect a decline) than fared well in areas with partial or no protection. Our results show that although heavy protection was generally more effective in maintaining large herbivore populations than partial or no protection, continued long-term monitoring is needed in Tanzania to inform managers whether large herbivores are experiencing declining population trends even within heavily protected areas.