Warm up a pan of water and it begins to evaporate faster. Heat up the air in the kitchen and it can hold more of that extra water vapor. What's true for pans in the kitchen is also true for the entire Earth's atmosphere, and research supports this.
The planet has warmed up by about 1.6°F since 1900, largely due to our emissions of heat trapping greenhouse gases. More water is evaporating from warmer lakes, rivers and oceans, and the warmer atmosphere is holding on to more of that water vapor. According to the IPCC, global atmospheric water vapor was 4 percent higher in 2007 than it was in 1970.
More water vapor in the atmosphere means there's more water to fall back to Earth when it rains or snows. In the contiguous U.S., according to the National Climate Assessment (currently in draft form), extreme precipitation events have been on the rise for the past half-century.
When you focus down on the local picture, the story is more nuanced. Most cities have seen a clear increase in local atmospheric water vapor since 1900 as measured by dewpoints, and especially since about 1970, when warming trends really began to take off. But some places haven’t seen such a pronounced trend, and a handful actually have less water vapor than they had in 1900. It’s a good reminder that even on a planet that’s warming overall, the atmospheric changes resulting from that warming are going to be uneven.