My guess would be Ice Cores.

From Wikipedia:

"An ice core is a core sample that is typically removed from an ice sheet or a high mountain glacier. Since the ice forms from the incremental buildup of annual layers of snow, lower layers are older than upper ones, and an ice core contains ice formed over a range of years. Cores are drilled with hand augers (for shallow holes) or powered drills; they can reach depths of over two miles (3.2 km), and contain ice up to 800,000 years old.

The physical properties of the ice and of material trapped in it can be used to reconstruct the climate over the age range of the core. The proportions of different oxygen and hydrogen isotopes provide information about ancient temperatures, and the air trapped in tiny bubbles can be analysed to determine the level of atmospheric gases such as carbon dioxide. Since heat flow in a large ice sheet is very slow, the borehole temperature is another indicator of temperature in the past. These data can be combined to find the climate model that best fits all the available data.

ice sheets form as snow builds up, with each year's snowfall preserved as a single, visible layer. There are measurable chemical differences in snow formed at different temperatures, so ice cores provide a record of polar temperature going back around 250,000 years for Greenland and 800,000 years for Antarctica.

Yearly banding is also found in fossilised corals and lake sediment deposits, and each band has a specific chemistry that reflects the temperature when it formed. Growth rings in tree trunks can be wider or thinner depending on the climate at the time of growth, so fossilised trees can reveal the length of growing seasons. And fossilised or frozen pollen grains allow scientists to determine what plants were growing in the past, which can give us a good idea of the climate at the time.

Marine sediment cores provide temperature records spanning millions of years. They contain the fossilised shells of tiny marine creatures that preserve a chemical record of the sea temperature when they lived.

-the guardian - https://www.theguardian.com/environment/2012/mar/07/past-climate-temperature-proxies

This is from the article:

"To say, 'Is it the warmest for the last 100 years, or 1,000, or even 10,000 years?' It's a trickier question to answer," Haustein said. "Before 1850 we didn't have these observations, at least not enough to say something meaningful about the global mean."

Researchers have documented temperatures from millions of years ago through natural sources like tree rings, ice cores, coral and lake sediments. This is the study of paleoclimatology.

Haustein said that comparing data collected through paleoclimatology to the temperatures this month suggests July could be the hottest month in 120,000 years.