The Southern Hemisphere westerlies in the southwest Pacific are known to have waxed and waned numerous times during the last two glacial cycles, though even semi-continuous histories of the westerlies extend back no more than about 20,000 years. We have good evidence for at least three scales of events. A westerly maximum occurs at the Last Glacial Maximum. There is less conclusive evidence for another westerly maximum in the late Holocene and for a minimum at ca. 11 ka. It is too early to ascribe even a cycle to these data but there are grounds to suggest that Milankovitch precessional forcing may underlie the observed pattern. There is also a quasi-2600-year cycle present in Antarctic ice cores that appears to correlate to variation in westerly flow. There is strong centennial-scale variability. In historical times, the Little Ice Age (LIA: ca. 1400–1850) was associated with a poleward shift in the circumpolar trough in the Southern Ocean, strengthened westerly circulation over Tasmania and a strengthening of southwesterly circulation and neoglaciation in southern New Zealand, while the preceding period (800–1400 AD) was less certainly marked by reduced westerly flow. From modern records we know that decadal and inter-annual variability is important (e.g. Pacific Decadal Oscillation, High Latitude Mode also known as the Antarctic Oscillation, El Niño Southern Oscillation). Only a minority of the proxies examined can identify changes on these temporal scales but data from tree-rings, ice cores and laminated lake sediments do indicate systematic changes in these phenomena through time. Rossby wave patterns are shown to play a critical role in long duration events as well as at the synoptic scale. We conclude that westerly circulation is as strong now as at any time in the last glacial cycle. In addition, changes in latitudinal boundaries in the westerlies may be nearly as large in inter-annual zonal shifts (ca. 2° maximum) as in glaciation–interglaciation movements (ca. 3–4°). There is, however, reasonable evidence of strengthening/weakening across much of the westerly belt at westerly maxima/minima such as the LIA/early Holocene.