We present high-resolution 4.6 mu m CO spectra of the circumstellar environments of two red supergiants (RSGs) that are potential supernova (SN) progenitors: Betelgeuse and VY Canis Majoris (VY CMa). Around Betelgeuse, (CO)-C-12 emission within +/-3 '' (+/-12 km s(-1)) follows a mildly clumpy but otherwise spherical shell, smaller than its similar to 55 '' shell in KI lambda 7699. In stark contrast, 4.6 mu m CO emission around VY CMa is coincident with bright KI in its clumpy asymmetric reflection nebula, within +/-5 '' (+/-40 km s(-1)) of the star. Our CO data reveal redshifted features not seen in KI spectra of VY CMa, indicating a more isotropic distribution of gas punctuated by randomly distributed asymmetric clumps. The relative CO and KI distribution in Betelgeuse arises from ionization effects within a steady wind, whereas in VY CMa, KI is emitted from skins of CO cloudlets resulting from episodic mass ejections 500-1000 yr ago. In both cases, CO and KI trace potential pre-SN circumstellar matter: we conclude that an extreme RSG like VY CMa might produce a Type IIn event like SN 1988Z if it were to explode in its current state, but Betelgeuse will not. VY CMa demonstrates that luminous blue variables are not necessarily the only progenitors of SNe IIn, but it underscores the requirement that SNe IIn suffer enhanced episodic mass loss shortly before exploding.