An ensemble forecast is a collection (an ensemble) of forecasts that all verify at the same time. These forecasts are regarded as possible scenarios given the uncertainty associated with forecasting. With such an ensemble, one can address issues that go beyond simply estimating the best forecast. These include estimation of the probability of various events and estimation of the confidence that can be associated with a forecast. Global ensemble forecasts out to 10 days have been computed at both the U.S. and European central forecasting centers since December 1992. Since 1995, the United States has computed experimental regional ensemble forecasts focusing on smaller-scale forecast uncertainties out to 2 days. The authors address challenges associated with ensemble forecasting such as 1) formulating an ensemble, 2) choosing the number of forecasts in an ensemble, 3) extracting information from an ensemble of forecasts, 4) displaying information from an ensemble of forecasts, and 5) interpreting ensemble forecasts. Two synoptic- scale examples of ensemble forecasting from the winter of 1995/96 are also shown.