This chapter describes the millennial-scale climatic variability in the atmosphere of Greenland during the Last Glacial Cycle (MIS 5e–MIS 1, 116–14.7 cal ka BP), that is, the Dansgaard–Oeschger (D–O) cycles, and the associated global changes in greenhouse gas atmospheric concentrations, particularly CO2 and CH4, and atmospheric circulation (Ca2+ concentration and d-excess). This chapter highlights the contrasting regional impact of the D–O cycles on the North Atlantic Sea surface temperatures and the vegetation and climate across Europe, as well as the synchronicity between changes in Greenland temperature and the hydrological cycle in the tropics and midlatitudes of the Northern Hemisphere. By contrast, the shape and phasing of millennial-scale events between Greenland and Antarctica differ between the two regions. The mechanisms underlying such a variability are still under debate.