Confinement of light into small volumes has become an essential requirement for photonic devices; examples of this trend are provided by optical fibers, integrated optical circuits, semiconductor lasers, and photonic crystals. Optical dielectric resonators supporting Whispering Gallery Modes (WGMs) represent another class of cavity devices with exceptional properties, like extremely small mode volume, very high power density, and very narrow spectral linewidth. WGM are now known since more than 100 years, after the papers published by John William Strutt (LordRayleigh), but their importance as unique tools to study nonlinear optical phenomena or quantum electrodynamics, and for application to very low- threshold microlasers as well as very sensitive microsensors, has been recognized only in recent years. This paper presents a review of the field of WGM resonators, which exist in several geometrical structures like cylindrical optical fibers, microspheres, microfiber coils, microdisks, microtoroids, photonic crystal cavities, etc. up to the most exotic structures, such as bottle and bubble microresonators. For the sake of simplicity, the fundaments of WGM propagation and most of the applications will be described only with reference to the most common structure, i.e. microspherical resonators.