General (global) circulation models (GCMs) are a useful tool for studying how climate may change in the future. Although GCMs have high temporal resolution, their spatial resolution is low. To simulate the future climate of the Baltic Sea region, it is necessary to downscale GCM data. This chapter describes the two conceptually different ways of downscaling: regional climate models (RCMs) nested in GCMs and using empirical and/or statistical relations between large-scale variables from GCMs and small-scale variables. There are many uncertainties in climate models, including uncertainty related to future land use and atmospheric greenhouse gas concentrations, limits on the amount of input data and their accuracy, and the chaotic nature of weather. The skill of methods for describing regional climate futures is also limited by natural climate variability. For the Baltic Sea area, the lack of an oceanic component in RCMs and poor representation of forcing by aerosols and changes in land use are major limitations.