Structural differences among models account for much of the uncertainty in projected climate changes, at least until the mid-twenty-first century. Recent observations encompass too limited a range of climate variability to provide a robust test of the ability to simulate climate changes. Past climate changes provide a unique opportunity for out-of-sample evaluation of model performance. Palaeo-evaluation has shown that the large-scale changes seen in twenty-first-century projections, including enhanced land-sea temperature contrast, latitudinal amplification, changes in temperature seasonality and scaling of precipitation with temperature, are likely to be realistic. Although models generally simulate changes in large-scale circulation sufficiently well to shift regional climates in the right direction, they often do not predict the correct magnitude of these changes. Differences in performance are only weakly related to modern-day biases or climate sensitivity, and more sophisticated models are not better at simulating climate changes. Although models correctly capture the broad patterns of climate change, improvements are required to produce reliable regional projections.