  Perturbations of stars and black holes have been one of the main topics of
relativistic astrophysics for the last few decades. They are of particular
importance today, because of their relevance to gravitational wave astronomy.
In this review we present the theory of quasi-normal modes of compact objects
from both the mathematical and astrophysical points of view. The discussion
includes perturbations of black holes (Schwarzschild, Reissner-Nordstr\"om,
Kerr and Kerr-Newman) and relativistic stars (non-rotating and
slowly-rotating). The properties of the various families of quasi-normal modes
are described, and numerical techniques for calculating quasi-normal modes
reviewed. The successes, as well as the limits, of perturbation theory are
presented, and its role in the emerging era of numerical relativity and
supercomputers is discussed.
