The main wind forecasting methodologies and challenges faced by some of the highest wind penetrations occurring countries in the world are discussed. The power systems in Denmark, Spain, Ireland, and New Zealand have some of the highest wind penetrations in the world. The key elements for the successful integration of high penetration levels of wind power in these countries include well-functioning markets over large geographic areas, combining a number of balancing areas that enable an economical way of sharing balancing resources. Advanced wind-forecasting systems based on a variety of weather input and their active integration into power-system operation are needed. New simulation tools are necessary to evaluate the impact of wind power on the security of supply and load balancing in near real time. Grid codes that recognize the increasing capabilities of wind turbines and are applied in a consistent manner to all generation technologies are key elements for the successful integration of high penetration of wind power.