Studies of black hole formation from gravitational collapse have revealed interesting non-linear phenomena at the threshold of black hole formation. In particular, in 1993 Choptuik studied the collapse of a massless scalar field with spherical symmetry and found some behaviour, which is quite similar to the critical phenomena well-known in Statistical Mechanics and Quantum Field Theory. Universality and echoing of the critical solution and power-law scaling of the black hole masses have given rise to the name Critical Phenomena in Gravitational Collapse. Choptuik's results were soon confirmed both numerically and semi-analytically, and have extended to various other matter fields. In this paper, we shall give a brief introduction to this fascinating and relatively new area, and provide an updated publication list. An analytical "toy" model of critical collapse is presented, and some current investigations are given.