As first discovered by Choptuik, the black hole threshold in the space of initial data for general relativity shows both surprising structure and surprising simplicity. Universality, power-law scaling of the black hole mass, and scale echoing have given rise to the term 'critical phenomena'. They are explained by the existence of exact solutions which are attractors within the black hole threshold, that is, attractors of codimension one in phase space, and which are typically self-similar. This review gives an introduction to the phenomena, tries to summarize the essential features of what is happening, and then presents extensions and applications of this basic scenario. Critical phenomena are of interest particularly for creating surprising structure from simple equations, and for the light they throw on cosmic censorship and the generic dynamics of general relativity.