Relativistic interaction of short-pulse lasers with underdense plasmas has recently led to the emergence of a novel generation of femtosecond x-ray sources. Based on radiation from electrons accelerated in plasma, these sources have the common properties to be compact and to deliver collimated, incoherent, and femtosecond radiation. In this article, within a unified formalism, the betatron radiation of trapped and accelerated electrons in the so-called bubble regime, the synchrotron radiation of laser-accelerated electrons in usual meter-scale undulators, the nonlinear Thomson scattering from relativistic electrons oscillating in an intense laser field, and the Thomson backscattered radiation of a laser beam by laser-accelerated electrons are reviewed. The underlying physics is presented using ideal models, the relevant parameters are defined, and analytical expressions providing the features of the sources are given. Numerical simulations and a summary of recent experimental results on the different mechanisms are also presented. Each section ends with the foreseen development of each scheme. Finally, one of the most promising applications of laser-plasma accelerators is discussed: the realization of a compact free-electron laser in the x-ray range of the spectrum. In the conclusion, the relevant parameters characterizing each sources are summarized. Considering typical laser-plasma interaction parameters obtained with currently available lasers, examples of the source features are given. The sources are then compared to each other in order to define their field of applications.