  It is well known that Pfaffian formulas for eigenvalue correlations are
useful in the analysis of real and quaternion random matrices. Moreover the
parametric correlations in the crossover to complex random matrices are
evaluated in the forms of Pfaffians. In this article, we review the
formulations and applications of Pfaffian formulas. For that purpose, we first
present the general Pfaffian expressions in terms of the corresponding skew
orthogonal polynomials. Then we clarify the relation to Eynard and Mehta's
determinant formula for hermitian matrix models and explain how the evaluation
is simplified in the cases related to the classical orthogonal polynomials.
Applications of Pfaffian formulas to random matrix theory and other fields are
also mentioned.
