Loss and damage is already a significant consequence of inadequate ability to adapt to changes in climate patterns. This paper reports on the first ever multi-country, evidence-based study on loss and damage from the perspective of affected people in least developed and other vulnerable countries. Researchers in Bangladesh, Bhutan, Burkina Faso, Ethiopia, the Gambia, Kenya, Micronesia, Mozambique and Nepal conducted household surveys (n=3,269) and more than a hundred focus group discussions and open interviews about loss and damage. The research reveals four loss and damage pathways. Residual impacts of climate stressors occur when: (1) existing coping/adaptation to biophysical impact is not enough; (2) measures have costs (including non-economic) that cannot be regained; (3) despite short-term merits, measures have negative effects in the longer term; or (4) no measures are adopted – or possible – at all.