We review the physics of pair-density wave (PDW) superconductors. We begin with a macroscopic description that emphasizes order induced by PDW states, such as charge-density wave, and discuss related vestigial states that emerge as a consequence of partial melting of the PDW order. We review and critically discuss the mounting experimental evidence for such PDW order in the cuprate superconductors, the status of the theoretical microscopic description of such order, and the current debate on whether the PDW is a mother order or another competing order in the cuprates. In addition, we give an overview of the weak coupling version of PDW order, Fulde-Ferrell-Larkin-Ovchinnikov states, in the context of cold atom systems, unconventional superconductors, and noncentrosymmetric and Weyl materials. Copyright © 2020 by Annual Reviews. All rights reserved.