In this work we study the behavior of some climate data (annual temperature and precipitation averages) obtained from climate stations in eleven countries in different regions of the world. One of the goals of the study is to determine whether the climate variables have change-points that could indicate the possible beginning of a change in climate. Another goal is to analyze the possible changes detected by the change-points in terms of the linear trends of the climate variables under investigation. Based on the information provided, differences between different regions in terms of the locations of the change-points and the changes they produce may also be inferred. The original data sets consist of monthly temperature and precipitation averages obtained over a period of time ranging from the end of the nineteenth century to the recent past. The annual averages were obtained and used in the analysis. The statistical methodology adopted to study the existence of the possible changes in the behavior of the climate variables, as well as the types of change produced, is that of segmented linear regression modeling.