Despite increasing interest in the automatic detection of media frames in NLP, the problem is typically simplified as single-label classification and adopts a topic-like view on frames, evading modelling the broader document-level narrative. In this work, we revisit a widely used conceptualization of framing from the communication sciences which explicitly captures elements of narratives, including conflict and its resolution, and integrate it with the narrative framing of key entities in the story as heroes, victims or villains. We adapt an effective annotation paradigm that breaks a complex annotation task into a series of simpler binary questions, and present an annotated data set of English news articles, and a case study on the framing of climate change in articles from news outlets across the political spectrum. Finally, we explore automatic multi-label prediction of our frames with supervised and semi-supervised approaches, and present a novel retrieval-based method which is both effective and transparent in its predictions. We conclude with a discussion of opportunities and challenges for future work on document-level models of narrative framing.