Global syntheses of palaeoenvironmental data are required to test climate models under conditions different from the present. Data sets for this purpose contain data from spatially extensive networks of sites. The data are either directly comparable to model output or readily interpretable in terms of modelled climate variables. Data sets must contain sufficient documentation to distinguish between raw (primary) and interpreted (secondary, tertiary) data, to evaluate the assumptions involved in interpretation of the data, to exercise quality control, and to select data appropriate for specific goals. Four data bases for the Late Quaternary, documenting changes in lake levels since 30 14C kyr BP (the Global Lake Status Data Base), vegetation distribution at 18 14C kyr and 6 14C kyr BP (BIOME 6000), aeolian accumulation rates during the last glacial-interglacial cycle (DIRTMAP), and tropical terrestrial climates at the Last Glacial Maximum (the LGM Tropical Terrestrial Data Synthesis) are summarised. Each has been used to evaluate simulations of Last Glacial Maximum (LGM: 21 calendar kyr BP) and/or mid-Holocene (6 cal. kyr BP) environments. Comparisons have demonstrated that changes in radiative forcing and orography due to orbital and ice-sheet variations explain the first-order, broad-scale (in space and time) features of global climate change since the LGM. However, atmospheric models forced by 6 cal. kyr BP orbital changes with unchanged surface conditions fail to capture quantitative aspects of the observed climate, including the greatly increased magnitude and northward shift of the African monsoon during the early to mid-Holocene. Similarly, comparisons with palaeoenvironmental datasets show that atmospheric models have underestimated the magnitude of cooling and drying of much of the land surface at the LGM The inclusion of feedbacks due to changes in ocean- and land-surface conditions at both times, and atmospheric dust loading at the LGM, appears to be required in order to produce a better simulation of these past climates. The development of Earth system models incorporating the dynamic interactions among ocean, atmosphere, and vegetation is therefore mandated by Quaternary science results as well as climatological principles. For greatest scientific benefit, this development must be paralleled by continued advances in palaeodata analysis and synthesis, which in turn will help to define questions that call for new focused data collection efforts.