When snow falls, little pockets of air are trapped in it. If the snow falls someplace so cold that it doesn't melt -- like Antarctica, for instance -- that snow will get covered up by new snow in subsequent years, trapping little bubbles of air inside it. So if you drill down into the antarctic ice, you can recover tiny bubbles of trapped air from the atmsophere years ago. You can date the bubbles by the depth of the ice, and learn what Earth's atmosphere was like back then.
Recently, this has been used in climate research, by people who are interested in what the levels of carbon dioxide (CO2) were in the air thousands of years ago. There are two ice core records in common use. The Vostok ice core, taken near Russia's Vostok station, is the longest and oldest such record, stretching back over 400,000 years. The Law Dome ice core goes back about 1000 years.
In the graph below, I've combined the Vostok and Law Dome records into a single graph, along with one modern datapoint from 2007. The difference between the modern level of CO2 and the ancient natural levels is startling.


Some climate change skeptics will tell you that the recent increase in CO2 is all part of a natural cycle. But it is clear from this graph that the current rise isn't anything at all like a natural cycle. The current abrupt rise started exactly when the industrial revolution started, and we humans started to burn coal in large quantities. The level of CO2 in the air now hasn't been seen in millions of years. In fact, the current rise started when we were already at the top of a natural cycle, and should have been starting down.
Here's an even better way to look at the data: instead of looking at the amount of CO2 in absolute terms, let's look at the rate of change in CO2. Once again, the difference between natural rates of change and human-forced rates of change is absolutely startling:

If you want to look at a hockey stick -- look at this one.
Sources: