The climate of the region comprising Central America, Mexico and the United States (US) has undergone important temperature and precipitation changes in the recent decades. For instance, a rapid warming has been identified, in line with the current global trend. Annual precipitation has decreased over central and southern Mexico with increased precipitation variability and more severe droughts, while a positive trend has been observed in northern Mexico and most of the US. This has had profound impacts on society, water resources, and the local economy. Along with greenhouse gases, anthropogenic aerosols -in particular sulphate- are thought to be the main contributors to these changes. Yet, the relative contribution from aerosols represents the largest uncertainty in current estimates of this human-driven climate change. This PhD research is therefore aimed at contributing in the understanding of the mechanisms that modulate the climate variations in the region, in particular the role of dynamical features and anthropogenic forcing in the mean and extreme climate states. This is achieved by using a range of observational and remote-sensing datasets, atmospheric reanalyses and advanced modelling experiments. We apply both simple and more sophisticated statistical techniques to create an integral mechanistic picture of the pathways linking large-scale dynamics with regional changes. The thesis is organised as follows: after a general introduction (Chapter 1), I present three independent but related core chapters (2-4), followed by Conclusions (Chapter 5). In chapter 2, I analyse the summer spatial structure and sub-monthly temporal evolution of one of the key dynamical features of Central American climate, the Caribbean Low-Level Jet (CLLJ), by means of extended empirical orthogonal functions (EEOFs) and lead and lag linear regressions using reanalysis data (1979-2010). This approach reveals new insights into the dynamical processes and spatio-temporal evolution of the CLLJ summer intensification and allows to identify significant climate links in the broader Caribbean region. The results show that the CLLJ generates significant precipitation and temperature responses with a distinct temporal evolution over the Caribbean-Atlantic and the tropical Pacific, which hints at different underlying controlling mechanisms over these two regions. An influence of extratropical hemispheric-wide waves on the CLLJ intensification is identified, which along with the weakening of a thermal low in northeast Mexico-central US trigger the summer intensification of the CLLJ. Additionally, two leading modes of tropical variability, El Niño Southern Oscillation and the Madden-Julian Oscillation, are found to further intensify the CLLJ and to extend its life cycle during summer. The full nature of these relationships was only partially appreciated, if not overlooked, in previous works. This analysis therefore contributes with a unitary mechanistic portrayal of the CLLJ evolution and its large-scale climate links, thus providing novel details to be used for predictability of regional precipitation events. The effects of North American sulphate aerosol emissions on the climate of the United States and Mexico during 1950-1975 (the period of peak aerosol emissions) are investigated in Chapter 3. Two sets of historical experiments (each of 8 members) conducted with the Community Earth System Model (CESM) are used to isolate the impact of regional aerosol changes: an all-forcing experiment (ALL) and an identical one but with North American aerosol emissions kept at their pre-industrial levels (NoNA). Linear trends of the ensemble-mean atmospheric fields are computed for each set and, by obtaining their difference (ALL-NoNA), we identify the aerosol-driven changes. The results show that the sharp 1950-1975 increase in North American sulphate aerosols had important regional and remote effects. In central U.S. and northern Mexico, strengthened easterlies and aerosol direct and indirect effects caused a cooling trend and enhanced precipitation. These continental anomalies are embedded in a hemispheric-wide upper-tropospheric teleconnection pattern that originates in the north-equatorial Pacific and extends through North America and the extratropical Atlantic. This analysis pinpoints at the prominent role of adjustments in the atmospheric circulation and the interplay between local and remote influences in realising the impact of North American aerosols. The improved understanding of regional as well as large-scale climate response to the 20th-century changes in North American aerosols is key for achieving more robust near-future regional projections. Finally, in Chapter 4, the characterisation of three independent heat wave (HW) types over Mexico and the U.S. during the second half of the 20th-century using the CESM Large Ensemble and observations is carried out. To identify recent changes, the trends in frequency, duration and intensity of compound, daytime and nighttime HWs in the summers of 1950-1975 and 1980-2005 are contrasted. In addition, the relative contribution from anthropogenic aerosols and greenhouse gases is identified by comparing an all-forcing set of simulations (40 members) with identical sets where aerosols and greenhouse gases are kept at their pre-industrial levels (20 members each). The results show that all three types of HWs became considerably more frequent, longer and more intense in the recent period. Notably, each HW type shows a preferred location of occurrence, though. The compound heat waves show the largest changes over northern Mexico, west and central U.S.; the daytime type is most recurrent over east U.S., the south-central U.S. states and in Mexico; and the nighttime HWs occur mostly over the southeast U.S., central and southern Mexico. A strong anthropogenic imprint is found. Aerosols dominate the compound HWs over central U.S., the daytime HWs in large part of the domain and the nighttime HWs over Mexico during the first period. Greenhouse gases, on the other hand, play a major role in increasing the HW metrics throughout the domain in the recent period in all three HW types. This work highlights the importance of using distinct HW definitions to properly identify the more recurrent HW type in each region and their associated forcing factors. A deeper understanding of these extreme events is necessary for building regionally-customised trustworthy future projections in a changing climate. Altogether, the results from this PhD thesis contribute to the understanding of the mechanisms modulating regional climate variability, including the fundamental role of the atmospheric circulation and anthropogenic forcing on the mean and extreme climate over the broader Central America-Mexico-U.S. region. It is our hope that this improved mechanistic understanding will contribute to reducing the uncertainties in near-future projections of regional hydroclimate variability.