The loss of infrastructure services under extreme weather events from climate change emerges from complex interactions between the social, environmental, and technological system variables which drive the behavior of infrastructure systems. The complexity of interactions causes failures to cascade in unpredictable ways, often between different infrastructure systems. A common approach to managing this unpredictability is to attempt to characterize the cause-and-effect relationships of infrastructure interdependencies, whether it be related to the resource flows, geographic proximity, logical connections, or the common use of cyber infrastructure. We posit that though a reductive approach toward characterization of interdependencies produces useful insights, it is an insufficient strategy by itself due to the complexity and unpredictability involved in the occurrence and magnitude of cascades of failure across systems. We present historical case studies which demonstrate that cascades from interdependencies display essential tenets of complexity-namely non-linearities, path dependence, and emergence. The Cynefin decision-making framework suggests that management of systems that are in the complex domain include strategies such as Decision Making Under Uncertainty and Safe-to-Fail, which address uncertainty by probing, testing, collecting and analyzing data, and lastly deploying solutions with a commitment to reassessing the systems as conditions change. We therefore recommend that in order to mitigate the surprise from cascades of failure across systems from extreme weather events, infrastructure managers supplement their planning efforts with these types of strategies.