  Unified theories suggest that space is intrinsically 10 dimensional, even
though everyday phenomena seem to take place in only 3 large dimensions. In
``Brane World'' models, matter and radiation are localized to a ``brane'' which
has a thickness less than 1/TeV in all but the usual three dimensions, while
gravity propagates in additional dimensions, some of which may extend as far as
submillimeter scales. A brief review is presented of some of these models and
their astrophysical phenomenology. One distinctive possibility is a
gravitational wave background originating in the mesoscopic early universe, at
temperatures above about 1 TeV and on scales smaller than a millimeter, during
the formation of our 3-dimensional brane within a 10-dimensional space.
