Scenarios have become a powerful tool in integrated assessment and policy analysis for climate change. Socio-economic and climate scenarios are often combined to assess climate change impacts and vulnerabilities across different sectors, and to inform risk management strategies. Such combinations of scenarios can also play an important role in enabling the interaction between experts and other stakeholders, framing issues and providing a means for making explicit and dealing with uncertainties. Drawing on experience with the application of scenarios to climate change assessments in recent Dutch research, the paper argues that scenario approaches need to be matched to the frames of stakeholders who are situated in specific decision contexts. Differentiated approaches (top-down, interactive and incident-driven) are needed to address the different frames and decision-making contexts of stakeholders. Future climate and socio-economic scenario development will be shaped by the need to become better aligned with multiple interacting uncertainties salient to stakeholders.