  Experiments performed on a wide range of glassy materials display many
interesting phenomena, such as aging behavior. In recent years, a large body of
experiments probed this nonequilibrium glassy dynamics through elaborate
protocols, in which external parameters are shifted, or cycled in the course of
the experiment. We review here these protocols, as well as experimental and
numerical results. Then, we critically discuss various theoretical approaches
put forward in this context. Emphasis is put more on the generality of the
phenomena than on a specific system. Experiments are also suggested.
