The last few million years have been punctuated by many abrupt climate transitions many of them occurring on time-scales of centuries or even decades. In order to better understand our current climate system we need to understand how these past climate transitions occurred. In this study we examine and review the paleoclimate proxies and modeling results for each of the key climate transitions in the Quaternary period. These are identified as: 1) Onset of Northern Hemisphere Glaciation (ONHG), 2) glacial-interglacial cycles, 3) Mid-Pleistocene Revolution (MPR), 4) Heinrich events and glacial Dansgaard-Oeschger (D-O) cycles, 5) last glacial-interglacial transition (LGIT) and the Younger Dryas, 6) interglacial climate transition such as the Intra-Eemian cold event and Holocene D-O cycles. For each climate transition the current theories of causation are critically examined and our own synthesis based on current knowledge is put forward. Most of these transitions appear to be threshold changes where by external forcing combined with internal feedbacks leads to a change in the state of global climate. We argue that bifurcation within the climate system means that it is easier for the global climate to go through these thresholds than it is to return to its previous state. Although this does not necessarily make climate change irreversible, it may provide a mechanism, which facilitates the locking of the climate system into a new equilibrium state. We suggest that the evidence indicates that long-term climate change occurs in sudden jumps rather than incremental changes; which does not bode well for the future.