Micrometer-scale analyses of a calcium-, aluminum-rich inclusion (CAI) and the characteristic mineral bands mantling the CAI reveal that the outer parts of this primitive object have a large range of oxygen isotope compositions. The variations are systematic; the relative abundance of O-16 first decreases toward the CAI margin, approaching a planetary-like isotopic composition, then shifts to extremely O-16-rich compositions through the surrounding rim. The variability implies that CAIs probably formed from several oxygen reservoirs. The observations support early and short-lived fluctuations of the environment in which CAIs formed, either because of transport of the CAIs themselves to distinct regions of the solar nebula or because of varying gas composition near the proto-Sun.