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In this article, the concepts and background of regional climate modeling of the future Baltic Sea are summarized and state-of-the-art projections, climate change impact studies, and challenges are discussed. The focus is on projected oceanographic changes in future climate. However, as these changes may have a significant impact on biogeochemical cycling, nutrient load scenario simulations in future climates are briefly discussed as well. The Baltic Sea is special compared to other coastal seas as it is a tideless, semi-enclosed sea with large freshwater and nutrient supply from a partly heavily populated catchment area and a long response time of about 30 years, and as it is, in the early 21st century, warming faster than any other coastal sea in the world. Hence, policymakers request the development of nutrient load abatement strategies in future climate. For this purpose, large ensembles of coupled climate–environmental scenario simulations based upon high-resolution circulation models were developed to estimate changes in water temperature, salinity, sea-ice cover, sea level, oxygen, nutrient, and phytoplankton concentrations, and water transparency, together with uncertainty ranges. Uncertainties in scenario simulations of the Baltic Sea are considerable. Sources of uncertainties are global and regional climate model biases, natural variability, and unknown greenhouse gas emission and nutrient load scenarios. Unknown early 21st-century and future bioavailable nutrient loads from land and atmosphere and the experimental setup of the dynamical downscaling technique are perhaps the largest sources of uncertainties for marine biogeochemistry projections. The high uncertainties might potentially be reducible through investments in new multi-model ensemble simulations that are built on better experimental setups, improved models, and more plausible nutrient loads. The development of community models for the Baltic Sea region with improved performance and common coordinated experiments of scenario simulations is recommended.