Because of the precession of the equinoxes, the position among the stars of the celestial pole --- the pivot around which the celestial sphere seems to rotate --- traces a circle every 26,000 years of so. The celestial pole is now quite close to the pole star Polaris, but it will not be so in the future, and wasn't in the past. The ancient Egyptians regarded as pole star the star Thuban (http://stars.astro.illinois.edu/sow/thuban.html) or “Alpha Draconis," the brightest star (=alpha) in the constellation Draco, the serpent.
A review article, primarily for scientists: Trends, Rhythms, and Aberrations in Global Climate 65 Ma to the Present (Ma is million years), by James Zachos, Mark Pagani, Lisa Sloan, Ellen Thomas, and Katharina Billups, published on p. 686 of vol. 292 of Science, 27 April 2001. It goes beyond variations due to the precession of the equinoxes and also includes variations of orbit eccentricity, inclination between spin axis and the ecliptic, and in the precession cycle itself.
The full scoop on the Milankovich theory (including other periodicities) can be found here: http://deschutes.gso.uri.edu/~rutherfo/milankovitch.html
Wikipedia's biography of Milankovich can be found at en.Wikipedia.org/wiki/Milutin_Milankovi%C4%87
For serious scientific pursuits: A recent article in Nature applies the theory of Milankovich to Mars and concludes that its effects there were probably much more severe, in part because the presence of our Moon regulates the tilt angle of the Earth's rotation axis. See Recent ice ages on Mars by James W. Head et al., Nature, vol 426, p, 797-802, 18/25 December 2003.