We report Single Molecule Cluster Analysis (SiMCAn), which utilizes hierarchical clustering of hidden Markov modeling-fitted single-molecule fluorescence resonance energy transfer (smFRET) trajectories to dissect the complex conformational dynamics of biomolecular machines. We used this method to study the conformational dynamics of a precursor mRNA during the splicing cycle as carried out by the spliceosome. By clustering common dynamic behaviors derived from selectively blocked splicing reactions, SiMCAn was able to identify the signature conformations and dynamic behaviors of multiple ATP-dependent intermediates. In addition, it identified an open conformation adopted late in splicing by a 3' splice-site mutant, invoking a mechanism for substrate proofreading. SiMCAn enables rapid interpretation of complex single-molecule behaviors and should prove useful for the comprehensive analysis of a plethora of dynamic cellular machines.