This paper reviews the latest research on scenarios including the processes and products for socio-environmental systems (SES) analysis, modeling and decision making. A group of scenario researchers and practitioners participated in a workshop to discuss consolidation of existing research on the development and use of scenario analysis in exploring and understanding the interplay between human and environmental systems. This paper presents an extended overview of the workshop discussions and follow-up review work. It is structured around the essential challenges that are crucial to progress support of decision making and learning with respect to our highly uncertain socio-environmental futures. It identifies a practical research agenda whose challenges are grouped according to the process stage at which they are most significant: before, during, and after the creation of the scenarios as products. These challenges for SES include: enhancing the role of stakeholder and public engagement in the co-development of scenarios, linking scenarios across multiple geographical, sectoral and temporal scales, improving the links between the qualitative and quantitative aspects of scenario analysis, addressing uncertainties especially surprise, addressing scenario diversity and their consistency together, communicating scenarios including visualization methods, and linking scenarios to decision making.