This special issue of Climatic Change contains a series of research articles documenting co-ordinated work carried out within a 3-year European Union project 'Prediction of Regional scenarios and Uncertainties for Defining European Climate change risks and Effects' (PRUDENCE). The main objective of the PRUDENCE project was to provide high resolution climate change scenarios for Europe at the end of the twenty-first century by means of dynamical downscaling (regional climate modelling) of global climate simulations. The first part of the issue comprises seven overarching PRUDENCE papers on: (1) the design of the model simulations and analyses of climate model performance, (2 and 3) evaluation and intercomparison of simulated climate changes, (4 and 5) specialised analyses of impacts on water resources and on other sectors including agriculture, ecosystems, energy, and transport, (6) investigation of extreme weather events and (7) implications of the results for policy. A paper summarising the related MICE (Modelling the Impact of Climate Extremes) project is also included. The second part of the issue contains 12 articles that focus in more detail on some of the themes summarised in the overarching papers. The PRUDENCE results represent the first comprehensive, continental-scale intercomparison and evaluation of high resolution climate models and their applications, bringing together climate modelling, impact research and social sciences expertise on climate change.