The chapter begins with a brief history of paleoclimate modeling. It first outlines the main modeling approaches and types of models used to study Quaternary climate dynamics. The hierarchy of numerical models is presented, ranging from simple (box, conceptual and 1-dimensional) models to comprehensive 3-D Earth system models. The role of models of intermediate complexity and of individual components of the Earth system in understanding past climate variability is explored. The use of different types of models to study past climate conditions and climate variability is illustrated through a number of practical examples. The methods of conducting time slice and transient experiments are compared, and their potential limitations are discussed. The chapter also explains the objective and methodology of the paleoclimate intercomparison projects and their main results.