Our knowledge of drought over the 20th century is generally good because it is based on the instrumental record (for example, data from weather stations), direct written archives and living memories. Drought during the 20th century is examined in Chapters 6 and 7. To put this analysis into perspective, this chapter gives an overview of drought over the past several millennia, as gleaned from palaeoclimate data. This is important because it provides a benchmark against which current and future projected changes in drought can be assessed. Although many droughts that occurred during the 20th century were severe, they do not represent the full range of severity of historic droughts, and thus what might be expected in future years. Long-term palaeoclimate records from before the industrial revolution provide the opportunity to make better estimates of the range of natural variability of the climate system, and therefore the potential for extreme climate events, such as devastating droughts. Given that drought has occurred over millennia as a natural part of climate variability, and will continue to do so into the future, with or without anthropogenic climate change, the palaeoclimate record can be used to put droughts of the 20th century record and projections for the 21st century into context.