One of the many peculiar properties of water is the pronounced deviation of the proton momentum distribution from Maxwell-Boltzmann behaviour. This deviation from the classical limit is a manifestation of the quantum mechanical nature of protons. Its extent, which can be probed directly by Deep Inelastic Neutron Scattering (DINS) experiments, gives important insight on the potential of mean force felt by H atoms. The determination of the full distribution of particle momenta, however, is a real tour de force for both experiments and theory, which has led to unresolved discrepancies between the two. In this Letter we present comprehensive, fully-converged momentum distributions for water at several thermodynamic state points, focusing on the components that cannot be described in terms of a scalar contribution to the quantum kinetic energy, and providing a benchmark that can serve as a reference for future simulations and experiments. In doing so, we also introduce a number of technical developments that simplify and accelerate greatly the calculation of momentum distributions by means of atomistic simulations.