The past provides evidence of abrupt climate shifts and changes in the frequency of climate and weather extremes. We explore the nonlinear response to orbital forcing and then consider climate millennial variability down to daily weather events. Orbital changes are translated into regional responses in temperature, where the precessional response is related to nonlinearities and seasonal biases in the system. We question regularities found in climate events by analyzing the distribution of interevent waiting times. Periodicities of about 900 and 1,150 yr are found in ice cores besides the prominent 1,500 yr cycle. However, the variability remains indistinguishable from a random process, suggesting that centennial-to-millennial variability i...