Automatic meteorological and snow stations provide large amounts of information at dense temporal resolution, but data quality is often compromised by noise and missing values. We present a new gap-filling and cleaning procedure for networks of these stations based on Kalman filtering and expectation maximization. Our method utilizes a multi-sensor, regime-switching Kalman filter to learn a latent process that captures dependencies between nearby stations and handles sharp changes in snowfall rate. Since the latent process is inferred using observations across working stations in the network, it can be used to fill in large data gaps for a malfunctioning station. The procedure was tested on meteorological and snow data from Wireless Sensor Networks (WSN) in the American River basin of the Sierra Nevada. Data include air temperature, relative humidity, and snow depth from dense networks of 10 to 12 stations within 1 km² swaths. Both wet and dry water years have similar data issues. Data with artificially created gaps was used to quantify the method’s performance. Our multi-sensor approach performs better than a single-sensor one, especially with large data gaps, as it learns and exploits the dominant underlying processes in snowpack at each site.