The earliest steps in the folding of proteins are complete on an extremely rapid time scale that is difficult to access experimentally. We have used rapid-mixing quench-flow methods to extend the time resolution of folding studies on apomyoglobin and elucidate the structural and dynamic features of members of the ensemble of intermediate states that are populated on a submillisecond time scale during this process. The picture that emerges is of a continuum of rapidly interconverting states. Even after only 0.4 ms of refolding time a compact state is formed that contains major parts of the A, G, and H helices, which are sufficiently well folded to protect amides from exchange. The B, C, and E helix regions fold more slowly and fluctuate rapidly between open and closed states as they search docking sites on this core; the secondary structure in these regions becomes stabilized as the refolding time is increased from 0.4 to 6 ms. No further stabilization occurs in the A, G, H core at 6 ms of folding time. These studies begin to time-resolve a progression of compact states between the fully unfolded and native folded states and confirm the presence an ensemble of intermediates that interconvert in a hierarchical sequence as the protein searches conformational space on its folding trajectory.