Columbia Lake forms the Columbia's headwaters in the Canadian Rockies of southern British Columbia. The river then flows through Windermere Lake and the town of Invermere, then northwest to Golden and into Kinbasket Lake. The river then turns (the "Big Bend") south through Revelstoke Lake and the Arrow Lakes to the BC–Washington border.

The river then flows through the east-central portion of Washington State. The last 300 miles (480 km) of the Columbia form the Washington-Oregon boundary. The river goes into the Pacific Ocean at Ilwaco, Washington and Astoria, Oregon forming the Columbia Bar.

For its first 200 miles (320 km) the Columbia flows northwest; it then bends to the south, crossing from Canada into the United States, where the river meets the Clark Fork. The Clark Fork River begins near Butte, Montana and flows through western Montana before entering Pend Oreille Lake. Water draining from the lake forms the Pend Oreille River, which flows across the Idaho panhandle to Washington's northeastern corner where it meets the northern Canadian fork.

The river then runs south-southwest through the Columbia Plateau, changing to a southeasterly direction near the confluence of the Wenatchee River in central Washington.
The river continues southeast, past The Gorge Amphitheatre (a prominent concert venue in the Northwest), and then past the Hanford Nuclear Reservation just before it reaches the Snake River. This part of the river is called the Hanford Reach and is the only part of the river in the United States that is free-flowing, unimpeded by dams and not a tidal estuary. The Columbia then makes a sharp bend to the west where it begins to form the Washington-Oregon border.

Near the town of Hood River, Oregon, the river begins cutting through the Cascade Mountains at the entrance to the Columbia River Gorge. The west side of the gorge is marked by Crown Point. Constant winds of 15 to 35 mph (25 to 55 km/h) blow through this wide straight gorge. It was here in Hood River County, Oregon that windsurfing was originated.

The river continues west with one small north-northwesterly-directed stretch near Portland; Vancouver, Washington; and the confluence with the Willamette River. On this sharp bend the river's flow slows considerably and it drops the sediment that would normally form a delta.

In 1775, Bruno de Heceta became the first European to sight the mouth of the Columbia River, naming it Bahía de la Asunción. On May 11, 1792, Captain Robert Gray became the first European to sail into the Columbia River. Gray traveled to the Pacific Northwest to trade for fur in a privately owned vessel named Columbia; he named the river after the ship. Gray's discovery of the Columbia established a stronger belief that Americans had more of a "right" to the Oregon Country, which was also claimed by Russians, British, Spanish, and other nations.

French explorers called the Columbia River "the river of storms," ouragan, which is a possible origin of the name "Oregon." Other possibilities have been suggested based on words from French and Spanish (since the region was explored by their nationals), but an official origin of the name is not known.

David Thompson spent the winter of 1807-08 at Kootenae House near the source of the Columbia at present day Invermere, British Columbia.

Lewis and Clark's overland expedition explored the vast, unmapped lands west of the Missouri River. On the last stretch of their expedition they traveled down the Columbia River to the Pacific Ocean. The expedition led the way in settling the west.

In 1825, on behalf of the Hudson's Bay Company, Dr. John McLoughlin established Fort Vancouver (currently Vancouver, Washington) on the banks of the Columbia as a fur trading headquarters in the region. The fort was by far the largest western settlement of its time. Every year ships would come from London (via the Pacific) to drop off supplies and trade goods in exchange for the furs. For many settlers the fort became the last stop on the Oregon Trail to buy supplies and land before starting their homestead. Because of its access to the Columbia river, Fort Vancouver's influence reached from Alaska to California and from the Rocky Mountains to the Hawaiian Islands.

On February 13, 1980, $5,800 (in bundles of $20 bills) was found by a family on a picnic five miles northwest of Vancouver, Washington on the banks of the Columbia River.
The money is believed by FBI to be part of the 1971 Hijacker, DB Cooper's ransom money.

On July 1, 2003, Christopher Swain of Portland, Oregon, became the first person to swim the Columbia River's entire length.