We review recent results on the appearance of long-term persistence in climatic records and their relevance for the evaluation of global climate models and rare events. The persistence can be characterized, for example, by the correlation C(s) of temperature variations separated by s days. We show that, contrary to previous expectations, C(s) decays for large s as a power law, C(s) ~ s<sup>- γ</sup>. For continental stations, the exponent γ is always close to 0.7, while for stations on islands γ ≌ 0.4. In contrast to the temperature fluctuations, the fluctuations of the rainfall usually cannot be characterized by long-term power-law correlations but rather by pronounced short-term correlations. The universal persistence law for the temperature fluctuations on continental stations represents an ideal (and uncomfortable) test-bed for the state-of-the-art global climate models and allows us to evaluate their performance. In addition, the presence of long-term correlations leads to a noval approach for evaluating the statistics of rare events. The persistence of weather states on short terms is a well-known phenomenon: a warm day is more likely to be followed by a warm day than by a cold day and vice versa. The trivial forecast that the weather of tomorrow is the same as the weather of today was, in previous times, often used as a "minimum skill" forecast for assessing the usefulness of short-term weather forecasts. The typical time scale for weather changes is about one week, a time period which corresponds to the average duration of so-called "general weather regimes" or "Grosswetterlagen," so this type of short-term persistence usually stops after about one week. On larger scales, other types of persistence occur, one of them is related to circulation patterns associated with blocking [5]. A blocking situation occurs when a very stable high-pressure system is established over a particular region and remains in place for several weeks. As a result, the weather in the region of the high remains fairly persistent throughout this period. Furthermore, transient low-pressure systems are deflected around the blocking high so that the region downstream of the high experiences a larger than usual number of storms.