The multi-location buffering of streaming media data is disclosed. One embodiment comprises buffering a first segment of media data associated with a current playback location, and buffering a second segment of media data associated with a seek point separated from the first segment of media data by a segment of unbuffered data. In this manner, data at seek points in the media stream may be buffered before a user requests a seek operation. Playback at a seek point may therefore begin with lessened or no perceived lag when a user inputs a seek command.