Despite recent advances in mass spectrometry, proteomic characterization of transport vesicles remains challenging. Here, we describe a multivariate proteomics approach to analyzing clathrin-coated vesicles (CCVs) from HeLa cells. siRNA knockdown of coat components and different fractionation protocols were used to obtain modified coated vesicle-enriched fractions, which were compared by stable isotope labeling of amino acids in cell culture (SILAC)-based quantitative mass spectrometry. 10 datasets were combined through principal component analysis into a "profiling" cluster analysis. Overall, 136 CCV-associated proteins were predicted, including 36 new proteins. The method identified >93% of established CCV coat proteins and assigned >91% correctly to intracellular or endocytic CCVs. Furthermore, the profiling analysis extends to less well characterized types of coated vesicles, and we identify and characterize the first AP-4 accessory protein, which we have named tepsin. Finally, our data explain how sequestration of TACC3 in cytosolic clathrin cages causes the severe mitotic defects observed in auxilin-depleted cells. The profiling approach can be adapted to address related cell and systems biological questions.