A review of climatic change in southern Africa over the last half million years is presented. The foundation for the synthesis is the use of continuous and near-continuous data series derived from deep-sea ocean sediment cores, terrestrial sediment cores, and stalagmites in South African caves. These are supplemented by non-continuous data from a variety of sites over southern Africa wherever possible. The climatic consequences of changes in the eccentricity of the earth's orbit and in the precession of the equinoxes are examined and it is shown that changes at the Milankovitch frequencies of around 100,000 and 23,000 years are apparent in the record. The extent to which changes since the last interglacial at around 125,000 BP in southern Africa corresponded to those occurring elsewhere and the degree to which atmospheric-ocean general circulation modelling replicates past conditions are examined. Particular attention is paid to the climate of the last three millennia and the nature of local teleconnections within South Africa and those occurring between the country and major sites elsewhere on the globe. The patterns of change that have occurred over southern Africa are shown to fit coherently into a model of expanding and contracting circumpolar and tropically-induced atmospheric circulation adjustments. These have taken place both systematically over long time scales and abruptly from time to time to produce a high degree of variability and frequent abrupt change superimposed on longer-termed oscillations. As the resolution of the record has been improved, so the variability of the southern African climate has been demonstrated to increase and abrupt, extreme changes have been shown to be increasingly common.