Measuring the muon flux is important to the Sanford Underground Laboratory at Homestake, for which several low background experiments are being planned. The nearly-vertical cosmic ray muon flux was measured in three locations at this laboratory: on the surface (1.149 pm 0.017 x 10^-2 cm^-2 s^-1 sr^-1), at the 800-ft (0.712 km w.e.) level (2.67 pm 0.06 x 10^-6 cm^-2 s^-1 sr^-1), and at the 2000-ft (1.78 km w.e.) level (2.56 pm 0.25 x 10^-7 cm^-2 s^-1 sr^-1). These fluxes agree well with model predictions.