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Scenarios have become a key tool for supporting sustainability research on regional and global change. In this study we evaluate four regional scenario assessments: first, to explore a number of research challenges related to sustainability science and, second, to contribute to sustainability research in the specific case studies. The four case studies used commonly applied scenario approaches that are (i) a story and simulation approach with stakeholder participation in the Oum Zessar watershed, Tunisia, (ii) a participatory scenario exploration in the Rwenzori region, Uganda, (iii) a model-based prepolicy study in the Inner Niger Delta, Mali, and (iv) a model coupling-based scenario analysis in upper Thukela basin, South Africa. The scenario assessments are evaluated against a set of known challenges in sustainability science, with each challenge represented by two indicators, complemented by a survey carried out on the perception of the scenario assessments within the case study regions. The results show that all types of scenario assessments address many sustainability challenges, but that the more complex ones based on story and simulation and model coupling are the most comprehensive. The study highlights the need to investigate abrupt system changes as well as governmental and political factors as important sources of uncertainty. For an in-depth analysis of these issues, the use of qualitative approaches and an active engagement of local stakeholders are suggested. Studying ecological thresholds for the regional scale is recommended to support research on regional sustainability. The evaluation of the scenario processes and outcomes by local researchers indicates the most transparent scenario assessments as the most useful. Focused, straightforward, yet iterative scenario assessments can be very relevant by contributing information to selected sustainability problems.