The time span of the past few million years has been punctuated by many rapid climate transitions, most of them on timescales of centuries to decades. The most detailed information is available for the Younger Dryas-to-Holocene stepwise change around 11 500 years ago, which seems to have occurred over a few decades. The speed of this change is probably representative of similar but less well studied climate transitions during the last few hundred thousand years. These include sudden cold events (Heinrich events/stadials), warm events (interstadials) and the beginning and ending of long warm phases, such as the Eemian interglacial. Detailed analysis of terrestrial and marine records of climate change will, however, be necessary before we can say confidently on what timescale these events occurred; they almost certainly did not take longer than a few centuries. Various mechanisms, involving changes in ocean circulation and biotic productivity, changes in atmospheric concentrations of greenhouse gases and haze particles, and changes in snow and ice cover, have been invoked to explain sudden regional and global transitions. We do not know whether such changes could occur in the near future as a result of human effects on climate. Phenomena such as the Younger Dryas and Heinrich events might only occur in a ‘glacial’ world with much larger ice sheets and more extensive sea-ice cover. A major sudden cold event, however, did probably occur under global climate conditions similar to those of the present, during the Eemian interglacial around 122 000 years ago. Less intensive, but significant rapid climate changes also occurred during the present (Holocene) interglacial, with cold and dry phases occurring on a 1500-year cycle, and with climate transitions on a decade-to-century timescale. In the past few centuries, smaller transitions (such as the ending of the Little Ice Age at about AD 1650) probably occurred over only a few decades at most. All evidence indicates that long-term climate change occurs in sudden jumps rather than incremental changes.