Philosophers of science have paid close attention to climate simulations as means of projecting the severity and effects of climate change, but have neglected the full diversity of methods in climate science. This paper shows the philosophical richness of another method in climate science: the practice of using paleoclimate analogues to inform our climate projections. First, I argue that the use of paleoclimate analogues can offer important insights to philosophers of the historical sciences. Rather than using the present as a guide to the past, as is common in the historical sciences, paleoclimate analogues involve using the past as a guide to the future. I thereby distinguish different methods in the historical sciences and argue that these distinctions bear on debates over whether the historical sciences can produce generalizations or predictions. Second, I suggest that paleoclimate analogues might actually be considered a type of climate model, and, as such, their use expands on common characterizations of models to include those that are full-scale, naturally occurring, and non-manipulable.