  This article describes the various experimental bounds on the variation of
the fundamental constants of nature. After a discussion on the role of
fundamental constants, of their definition and link with metrology, the various
constraints on the variation of the fine structure constant, the gravitational,
weak and strong interactions couplings and the electron to proton mass ratio
are reviewed. This review aims (1) to provide the basics of each measurement,
(2) to show as clearly as possible why it constrains a given constant and (3)
to point out the underlying hypotheses. Such an investigation is of importance
to compare the different results, particularly in view of understanding the
recent claims of the detections of a variation of the fine structure constant
and of the electron to proton mass ratio in quasar absorption spectra. The
theoretical models leading to the prediction of such variation are also
reviewed, including Kaluza-Klein theories, string theories and other
alternative theories and cosmological implications of these results are
discussed. The links with the tests of general relativity are emphasized.
