Effective planning for climate change adaptation programming in developing countries requires a fine-grained assessment of local vulnerabilities, practices, and adaptation options and preferences. While global models can project climate impacts and estimate costs of expected investments, developing country decision-makers also require national assessments that take a bottom-up, pro-poor perspective, integrate across sectors, and reflect local stakeholders' experiences and values, in order to determine appropriate climate responses. This paper outlines the methodological approach of the social component of the World Bank's Economics of Adaptation to Climate Change study. The social component features both village-level investigations of vulnerability and adaptive capacity, and innovative, participatory scenario-development approaches that lead diverse groups at local and national levels through structured discussions using GIS-based visualization tools to examine trade-offs and preferences among adaptation activities and implementation mechanisms. This dynamic, multisectoral approach allows for real-time analysis, institutional learning and capacity development. The paper presents the research and learning approach of the study and offers emerging findings on policy and institutional questions surrounding adaptation arenas in Bangladesh, Bolivia, Ethiopia, Ghana and Mozambique.