ice sheets form as snow builds up, with each year's snowfall preserved as a single, visible layer. There are measurable chemical differences in snow formed at different temperatures, so ice cores provide a record of polar temperature going back around 250,000 years for Greenland and 800,000 years for Antarctica.

Yearly banding is also found in fossilised corals and lake sediment deposits, and each band has a specific chemistry that reflects the temperature when it formed. Growth rings in tree trunks can be wider or thinner depending on the climate at the time of growth, so fossilised trees can reveal the length of growing seasons. And fossilised or frozen pollen grains allow scientists to determine what plants were growing in the past, which can give us a good idea of the climate at the time.

Marine sediment cores provide temperature records spanning millions of years. They contain the fossilised shells of tiny marine creatures that preserve a chemical record of the sea temperature when they lived.

-the guardian - https://www.theguardian.com/environment/2012/mar/07/past-climate-temperature-proxies