We investigated the sunk time effect, persistence in a nonpreferred option owing to prior investment of time in that option. Pigeons chose between two concurrently available keys-2 fixed-interval (FI) food requirements were arranged on 1 key, and an escape option, which terminated the current trial and started a new one, on a second key. One FI was longer than the other, and the shorter FI was always more probable on any given trial. In most conditions, the different FI schedules were not signaled. In this situation, the optimal behavior would be for pigeons to escape from the long FI once the duration equivalent to the short FI had elapsed without reinforcement. Several variables that could influence persistence or escape behavior were manipulated: the presence and absence of cues signaling the type of trial in effect (Experiments 1 and 2), extinction in the long interval (Experiments 3, 4, and 5), the intertrial-interval duration (Experiments 5 and 6), and the duration of the FI schedules (Experiments 1-6). Overall, the results showed that pigeons tend to persist and finish the current trial, even with extinction in the long interval, a result consistent with the sunk time effect.