We show that the climate phenomena of El Nino and La Nina arise naturally as states of macro-variables when our recent causal feature learning framework (Chalupka 2015, Chalupka 2016) is applied to micro-level measures of zonal wind (ZW) and sea surface temperatures (SST) taken over the equatorial band of the Pacific Ocean. The method identifies these unusual climate states on the basis of the relation between ZW and SST patterns without any input about past occurrences of El Nino or La Nina. The simpler alternatives of (i) clustering the SST fields while disregarding their relationship with ZW patterns, or (ii) clustering the joint ZW-SST patterns, do not discover El Nino. We discuss the degree to which our method supports a causal interpretation and use a low-dimensional toy example to explain its success over other clustering approaches. Finally, we propose a new robust and scalable alternative to our original algorithm (Chalupka 2016), which circumvents the need for high-dimensional density learning.