This chapter assesses palaeoclimatic data and knowledge of how the climate system changes over interannual to millennial time scales, and how well these variations can be simulated with climate models. Additional palaeoclimatic perspectives are included in other chapters. Palaeoclimate science has made significant advances since the 1970s, when a primary focus was on the origin of the ice ages, the possibility of an imminent future ice age, and the first explorations of the so-called Little Ice Age and Medieval Warm Period. Even in the first IPCC assessment (IPCC, 1990), many climatic variations prior to the instrumental record were not that well known or understood. Fifteen years later, understanding is much improved, more quantitative and better integrated with respect to observations and modelling. After a brief overview of palaeoclimatic methods, including their strengths and weaknesses, this chapter examines the palaeoclimatic record in chronological order, from oldest to youngest. This approach was selected because the climate system varies and changes over all time scales, and it is instructive to understand the contributions that lower-frequency patterns of climate change might make in influencing higher-frequency patterns of variability and change. In addition, an examination of how the climate system has responded to large changes in climate forcing in the past is useful in assessing how the same climate system might respond to the large anticipated forcing changes in the future.