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The literature on drought, livelihoods, and poverty suggests that dryland residents are especially vulnerable to climate change. However, assessing this vulnerability and sharing lessons between dryland communities on how to reduce vulnerability has proven difficult because of multiple definitions of vulnerability, complexities in quantification, and the temporal and spatial variability inherent in dryland agroecological systems. In this closing editorial, we review how we have addressed these challenges through a series of structured, multiscale, and interdisciplinary vulnerability assessment case studies from drylands in West Africa, southern Africa, Mediterranean Europe, Asia, and Latin America. These case studies adopt a common vulnerability framework but employ different approaches to measuring and assessing vulnerability. By comparing methods and results across these cases, we draw out the following key lessons: (1) Our studies show the utility of using consistent conceptual frameworks for vulnerability assessments even when quite different methodological approaches are taken; (2) Utilizing narratives and scenarios to capture the dynamics of dryland agroecological systems shows that vulnerability to climate change may depend more on access to financial, political, and institutional assets than to exposure to environmental change; (3) Our analysis shows that although the results of quantitative models seem authoritative, they may be treated too literally as predictions of the future by policy makers looking for evidence to support different strategies. In conclusion, we acknowledge there is a healthy tension between bottom-up/qualitative/place-based approaches and top-down/quantitative/generalizable approaches, and we encourage researchers from different disciplines with different disciplinary languages, to talk, collaborate, and engage effectively with each other and with stakeholders at all levels.