We consider two aspects in climatic science where bistability between the two stable states of the systems is observed. One is the transition between the glacial and the interglacial period in Earth's glacial cycle. Another is the thermohaline circulation in the North Atlantic ocean. Both of these phenomena can be modeled by the overdamped dynamics of a Brownian particle in a double-well potential subject to periodic forcing. For the former case, the two wells represent two different climates and the periodic forcing is sufficiently weak not to cause a transition between the two states without the effect of the noise. Whereas in case of the latter phenomenon, the two states correspond to the two different conditions of the flow and the strength of the periodic forcing is high enough to give rise to hysteresis in the system. We propose that one important component of the dynamics, short-term fluctuations related to weather, in both of these cases, depends on the current climatic state of the system. This leads to introduction of the state-dependent diffusion coefficients in the dynamics because the diffusion coefficient represents the strength of the fluctuations. We justify our argument by analyzing the δ^{18}O record for the glacial cycle model. We have shown that this consideration can produce certain features in the dynamics which agree with the real observations in case of both glacial cycles and thermohaline flow.