Through the late Quaternary, the global climate system ranged from full glacial to temperate interglacial conditions. On a smaller spatial scale, regional climates of the late Quaternary exhibited fluctuations that were at times asynchronous to these global changes. For example, glacier expansion in the Himalayas during the mid-Holocene appears to be at odds with the notion of increased global temperature. A clear understanding of the dynamical processes governing regional climate is therefore essential to the correct interpretation of proxy climate data. We summarize results from numerical simulations of the Last Glacial Maximum (LGM) and the mid-Holocene, and focus on the multiple processes that control regional climate of the Himalaya and surrounding areas, with emphasis on monsoon dynamics and variability. It is shown that changes in the south Asian monsoon (caused by fluctuations in Earth's orbital parameters, by tropical Pacific Ocean temperatures, or by exposure of the Sunda shelf) alter the hydrological balance in regions bordering the Tibetan Plateau, a balance for which there are extensive continental proxy records. Numerical results correlate with the expansion/contraction cycles of deserts near the Chinese Loess Plateau. In addition, the LGM monsoon exhibits significant snow accumulation in the eastern Himalaya, whereas the mid-Holocene monsoon exhibits increased accumulation in the northwestern Himalaya. Simulated changes are therefore in accord with field data and demonstrate that numerical simulations can be a useful tool in the interpretation of regional proxy data, particularly when those data are asynchronous to global records.