Quantitative approaches to climate risk management such as mapping or impact modelling rely on past meteorological data with daily or sub‐daily resolution, a large fraction of which have not yet been digitized. Over the last decade or so, a number of projects have contributed to the rescue of some of these data. Here we provide a summary of a survey we have undertaken of several meteorological and climate data rescue projects, in order to identify the needs of climate data rescue services. To make these efforts more sustainable, additional integrated activities are needed. We argue that meteorological and climate data rescue must be seen as a continuous, coordinated long‐term effort. Technical developments (e.g. data assimilation), new scientific questions (e.g. process understanding of extreme events) and new social (e.g. risk assessment, health) or economic (e.g. new renewable energy sources, agriculture and forestry, tourism, infrastructure, etc.) services are highlighting the immense value of data previously neglected or never considered. This continuous effort is currently undertaken by projects of various sizes, structure, funding and staffing, as well as by dedicated programmes, ranging from those within many national weather services down to “grassroots” initiatives. These activities are often not sufficiently coordinated, staffed, or funded at an international level and will benefit considerably from climate data rescue services being established within the Copernicus Climate Change Service (C3S) (https://climate.copernicus.eu/).