The Climate Machine: The Ice Ages
One of the first known instances of millenial-scale climate change is that associated with the Ice Ages. During the Ice Ages, global temperature is reduced and the extent of the polar ice caps increases, reaching deep into the midlatitudes in some continental zones. 
(Why would the ice not reach as far south over ocean or near the west coast?) 
This animation shows ice extent evolution over the past 15,000 years.
Stages of the evolution include: 
  • 15,000 years ago: deep ice over many areas of the northern U.S.:  from Washington State to the Great Lakes, Pennsylvania, Ohio, New York, and Vermont
  • 10,000 years ago: deep ice over all of eastern Canada, even as far south as the northern coast of the Great Lakes

More details regarding Ice Ages are discussed here.