  One of the main properties of Wolf-Rayet (WR) stars is a very intense outflow
of gas. No less than 40\% \ of WR stars belong to binary systems. Young massive
O and B stars are the secondary components of such systems. OB stars also have
an intense stellar wind.
  If the intensities of the stellar winds of WR and OB stars are more or less
comparable or if the distance between the components of the binary is large
enough, the winds flowing out of WR and OB stars can collide and the shock
waves are formed. In the shock the gas is heated to temperature $\sim 10^7$ K
and generates X-ray emission.
  Stellar wind collision may be responsible not only for the X-ray emission of
WR + OB binaries and for their radio, IR and $\gamma$-ray emision as well.
Stellar wind collision, gas heating, particle acceleration, and generation of
X-ray, $\gamma$-ray, radio and IR emission in WR + OB binaries are discussed.
