Projections of extreme sea levels (ESLs) are critical for managing coastal risks, but are made complicated by deep uncertainties. One key uncertainty is the choice of model structure used to estimate coastal hazards. Differences in model structural choices contribute to uncertainty in estimated coastal hazard, so it is important to characterize how model structural choice affects estimates of ESL. Here, we present a collection of 36 ESL data sets, from tide gauge stations along the United States East and Gulf Coasts. The data are processed using both annual block maxima and peaks-over-thresholds approaches for modeling distributions of extremes. We use these data sets to fit a suite of potentially nonstationary extreme value models by covarying the ESL statistics with multiple climate variables. We demonstrate how this data set enables inquiry into deep uncertainty surrounding coastal hazards. For all of the models and sites considered here, we find that accounting for changes in the frequency of coastal extreme sea levels provides a better fit than using a stationary extreme value model.