Scenarios offer useful tools for exploring the future of migration, yet the shortcomings of existing methods limit their utility for migration policy and practice. In this chapter, we briefly review the approaches typically used in scenario-setting. We present a new approach based on a factorial survey experiment. In the experiment, we elicit expert opinion about the consequences of various scenarios of social change on future migration flows from the Middle East and North Africa to Europe. As expert elicitation is very resource intensive, we present additional and more easily scalable tools for scenario-building. These tools are based on microsimulation modelling, which is very promising for building scenarios in practice, especially for taking into account the differing characteristics and behaviour of migrants. We illustrate the method by deriving scenarios that alter the size, composition and other attributes of immigration flows into European countries. These simulations enable us to evaluate the long-term demographic impacts of migration on future workforce across European countries. To aid preparedness, we present a range of alternative scenarios, reflecting possible migration trajectories under unknown aleatory uncertainty.