The adaptive immune system is a dynamical, self-organized multiscale system that protects vertebrates from both pathogens and internal irregularities, such as tumours. For these reason it fascinates physicists, yet the multitude of different cells, molecules and sub-systems is often also petrifying. Despite this complexity, as experiments on different scales of the adaptive immune system become more quantitative, many physicists have made both theoretical and experimental contributions that help predict the behaviour of ensembles of cells and molecules that participate in an immune response. Here we review some recent contributions with an emphasis on quantitative questions and methodologies. We also provide a more general methods section that presents some of the wide array of theoretical tools used in the field.