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The variations of global atmospheric oscillations over the last millennium, including the North Atlantic Oscillation (NAO), the North Pacific Oscillation (NPO) highly associated with the Pacific Decadal Oscillation (PDO), the Southern Oscillation (SO) and the Antarctic Oscillation (AAO), are studied and compared in this paper based on observations and reconstructed data. The cross correlation analysis of AAO, NAO and NPO shows that there is no significant relationship on interannual variation among them. However, the consistency on decadal variability is prominent. During A.D.1920--1940 and A.D.1980--2000, the positive (strong) phase was dominant and the negative (weak) one noticeable during A.D.1940--1980. In addition, the reconstructed atmospheric oscillations series demonstrate that the positive phase existed in the early of the last millennium for NAO and in the late of the last millennium for AAO, respectively; while it occurred in the mid-late of the last millennium for PDO and ENSO. [ABSTRACT FROM AUTHOR]