The past provides evidence of abrupt climate shifts and changes in the frequency of climate and weather extremes. We explore the non‐linear 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 inter‐event waiting times. Periodicities of about 900 and 1150 years are found in ice cores besides the prominent 1500‐years cycle. However, the variability remains indistinguishable from a random process, suggesting that centennial‐to‐millennial variability is stochastic in nature. New numerical techniques are developed allowing for a high resolution in the dynamically relevant regions like coasts, major upwelling regions, and high latitudes. Using this model, we find a strong sensitivity of the Atlantic meridional overturning circulation depending on where the deglacial meltwater is injected into. Meltwater into the Mississippi and near Labrador hardly affect the large‐scale ocean circulation, whereas subpolar hosing mimicking icebergs yields a quasi shutdown. The same multi‐scale approach is applied to radiocarbon simulations enabling a dynamical interpretation of marine sediment cores. Finally, abrupt climate events also have counterparts in the recent climate records, revealing a close link between climate variability, the statistics of North Atlantic weather patterns, and extreme events.