More often than not, assessments of future climate risks are based on future climatic conditions superimposed on current socioeconomic conditions only. The new IPCC-guided alternative global development trends, the shared socioeconomic pathways (SSPs), have the potential to enhance the integration of future socioeconomic conditions—in the form of socioeconomic scenarios—within assessments of future climate risks. Being global development pathways, the SSPs lack regional and sectoral details. To increase their suitability in sectoral and/or regional studies and their relevance for local stakeholders, the SSPs have to be extended. We propose here a new method to extend the SSPs that makes use of existing scenario studies, the (re)use of which has been underestimated so far. Our approach lies in a systematic matching of multiple scenario sets that facilitates enrichment of the global SSPs with regional and sectoral information, in terms of both storylines and quantitative projections. We apply this method to develop extended SSPs of human vulnerability in Europe and to quantify them for a number of key indicators at the sub-national level up to 2050, based on the co-use of the matched scenarios’ quantitative outputs. Results show that such a method leads to internally consistent extended SSPs with detailed and highly quantified narratives that are tightly linked to global contexts. This method also provides multiple entry points where the relevance of scenarios to local stakeholders can be tested and strengthened. The extended SSPs can be readily employed to explore future populations’ vulnerability to climate hazards under varying levels of socioeconomic development.