  We investigate densities of vaguely continuous convolution semigroups of
probability measures on $\mathbb{R}^d$. First, we provide results that give
upper estimates in a situation when the corresponding jump measure is allowed
to be highly non-symmetric. Further, we prove upper estimates of the density
and its derivatives if the jump measure compares with an isotropic unimodal
measure and the characteristic exponent satisfies certain scaling condition.
Lower estimates are discussed in view of a recent development in that
direction, and in such a way to complement upper estimates. We apply all those
results to establish precise estimates of densities of non-symmetric L\'evy
processes.
