A situated and socially engaged science of loss arising from climate change takes people's lived experiences with risk and harm as its fundamental starting point. It foregrounds what losses occur, where and how, which of these losses matter most to people and why, and whether or not such losses are considered acceptable and potentially reversible. However, obtaining such insight is difficult if the many things people value, across space and time, are intangible, i.e. they cannot and perhaps should not be quantified, and hence are often overlooked and omitted. This is the case, for instance, for the symbolic and affective dimensions of culture and place, such as sense of belonging, personal and collective notions of identity, and ways of knowing and making sense of the world, all of which are already undermined by climate change. Here, we perform the first systematic comparative analysis of people-centered and place-specific experiences with climate-related harm to people's values that are largely intangible and non-commensurable. We draw upon >100 published case studies from around the world to make visible and concrete what matters most to people and what is at stake in the context of climate-related hazards and impacts. We show that the same threats can produce vastly different outcomes, ranging from reversible damages to irreversible losses and anticipated future risks, across numerous value dimensions, for indigenous and non-indigenous families, communities, and countries at all levels of development. Through this analysis, we also empirically validate dimensions of harm that have been produced and reproduced in the literature, albeit often devoid of distinct substance, lived experiences, and intrinsic significance. We end by discussing ethical implications of the ‘one thousand ways’ to encounter harm and offer recommendations to overcome methodological challenges in advancing a science of loss grounded in place.