Measurements of various features of the fluxes of atmospheric and solar neutrinos have provided evidence for neutrino oscillations and therefore for neutrino masses and mixing. We review the phenomenology of neutrino oscillations in vacuum and in matter. We present the existing evidence from solar and atmospheric neutrinos as well as the results from laboratory searches, including the final status of the LSND experiment. We describe the theoretical inputs that are used to interpret the experimental results in terms of neutrino oscillations. We derive the allowed ranges for the mass and mixing parameters in three frameworks: First, each set of observations is analyzed separately in a two-neutrino framework; Second, the data from solar and atmospheric neutrinos are analyzed in a three active neutrino framework; Third, the LSND results are added, and the status of accommodating all three signals in the framework of three active and one sterile light neutrinos is presented. We review the theoretical implications of these results: the existence of new physics, the estimate of the scale of this new physics and the lessons for grand unified theories, for supersymmetric models with R-parity violation, for models of extra dimensions and singlet fermions in the bulk, and for flavor models.
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