  We study the muon anomalous magnetic dipole moment in supersymmetric
theories. The impact of the recent Brookhaven E821 experimental measurement on
both model-independent and model-dependent supersymmetric parameter spaces is
discussed in detail. We find that values of tan\beta as low as 3 can be
obtained while remaining within the E821 one-sigma bound. This requires a light
smuon; however, we show that, somewhat surprisingly, no model-independent bound
can be placed on the mass of the lightest chargino for any tan\beta greater
than or equal to 3. We also show that the maximum contributions to the
anomalous magnetic moment are insensitive to CP-violating phases. We provide
analyses of the supersymmetric contribution to the muon anomalous magnetic
moment in dilaton-dominated supergravity models and gauge-mediated
supersymmetry-breaking models. Finally, we discuss how other phenomena, such as
$B(b\to s\gamma)$, relic abundance of the lightest superpartner, and the Higgs
mass may be correlated with the anomalous magnetic moment, but do not
significantly impact the viability of a supersymmetric explanation, or the mass
limits obtainable on smuons and charginos.
