High particulate matter (PM) pollution episodes still occur occasionally in urban China, despite of improvements in recent years. Investigating the influencing factors of high-PM episodes is beneficial in the formulation of effective control measures. We herein present the effects of weather condition, emission source, and chemical conversion on the occurrence of high-PM episodes in urban Shanghai using multiple online measurements. Three high-PM episodes, i.e., locally-accumulated, regionally-transported, and dust-affected ones, as well as a clean period were selected. Stagnant air with temperature inversion was found in both locally-accumulated and regionally-transported high-PM episodes, but differences in PM evolution were observed. In the more complicated dust-affected episode, the weather condition interacted with the emission/transport sources and chemical conversion, resulting in consecutive stages with different PM characteristics. Specifically, there were (1) stronger local accumulation in the pre-dust period, (2) dust-laden air with aged organic aerosol (OA) upon dust arrival, (3) pollutants being swept into the ocean, and (4) back to the city with aged OA. Our results suggest that (a) local emissions could be rapidly oxidized in some episodes but not all, (b) aged OA from long-range transport (aged in space) had a similar degree of oxygenation compared to the prolonged local oxidation (aged in time), and (c) OA aged over land and over the ocean were similar in chemical characteristics. The findings help better understand the causes and evolution of high-PM episodes, which are manifested by the interplays among meteorology, source, and chemistry, providing a scientific basis for control measures.