  A brief review is given of $a_{\mu}=(g_{\mu}-2)/2$ as a probe of
supersymmetry and of extra dimensions. It is known since the early to mid
nineteen eightees that the supersymmetric electro-weak correction to $a_{\mu}$
can be as large or larger than the Standard Model electro-weak correction and
thus any experiment that proposes to test the Standard Model electro-weak
correction will also test the supersymmetric correction and constrain
supersymmetric models. The new physics effect seen in the Brookhaven (BNL)
experiment is consistent with these early expectations. Detailed analyses
within the well motivated supergravity unified model show that the size of the
observed difference ($a_{\mu}^{exp}-a_{\mu}^{SM}$) seen at Brookhaven implies
upper limits on sparticle masses in a mass range accessible to the direct
observation of these particles at the Large Hadron Collider. Further, analyses
also show that the BNL data is favorable for the detection of supersymmeteric
dark matter in direct dark matter searches. The effect of large extra
dimensions on $a_{\mu}$ is also discussed. It is shown that with the current
limits on the size of extra dimensions, which imply that the inverse size of
such dimensions lies in the TeV region, their effects on $a_{\mu}$ relative to
the supersymmetric contribution is small and thus extra dimensions do not
produce a serious background to the supersymmetric contribution. It is
concluded that the analysis of the additional data currently underway at
Brookhaven as well as a reduction of the hadronic error will help pin down the
scale of weak scale supersymmetry even more precisely.
