Climate variables are related over long times and large distances.This shows up as correlations for averages on long intervals or between distant areas. An important finding is that the majority of correlations in climate can be described by a simple mathematical relationship.We present such correlations for temperature on long times. Similarly, the intensity of precipitation events depends on their frequency in a simple manner. A useful concept is scaling where a scale denotes the width of an average. Scaling says that averages on different scales are related by a simple function—mathematically, this is a power law with the scaling exponent as a characteristic number. Scaling has impacts on predictability, temperature trends, and the assessment of future climate changes caused by anthropogenic forcing.