Interconnected components of water cycle, including surface water, groundwater, and precipitation, can exhibit complex hydrologic dynamics. This study investigates dynamics embedded in surface water, groundwater, and precipitation time series data in the Lake Tuscaloosa watershed located in northern Alabama, using standard statistics and non-stationarity analysis. Standard statistics analysis shows that less water is available in this watershed over time. A significant correlation between different data sets is found, and groundwater is found to be slower evolving than its nearby surface systems. Non-stationarity analysis based on time scale-local Hurst exponents calculated by the multifractal detrended fluctuation approach shows that, on one hand, the stream system exhibits non-stationarity properties similar to precipitation, as expected. On the other hand, groundwater and lake stage non-stationarity is found to be influenced by the seasonal variation in rainfall and the long-term anthropogenic factors. Therefore, sustainability of surface water and aquifer may be affected by natural input and/or anthropogenic activity, both of which can evolve non-stationary in different time scales.