In June 2021, western North America experienced a record-breaking heat wave outside the distribution of previously observed temperatures. While it is clear that the event was extreme, it is not obvious whether other areas in the world have also experienced events so far outside their natural variability. Using a novel assessment of heat extremes, we investigate how extreme this event was in the global context. Characterizing the relative intensity of an event as the number of standard deviations from the mean, the western North America heat wave is remarkable, coming in at over four standard deviations. Throughout the globe, where we have reliable data, only five other heat waves were found to be more extreme since 1960. We find that in both reanalyses and climate projections, the statistical distribution of extremes increases through time, in line with the distribution mean shift due to climate change. Regions that, by chance, have not had a recent extreme heat wave may be less prepared for potentially imminent events.