BL Lacertae objects are an extreme form of Active Galactic Nuclei characterized by rapid variability, high polarization, a compact radio structure, and weak emission lines. Most of these properties can be understood as consequences of a relativistic jet. The simplest model of a jet is a single homogeneous sphere of plasma emitting synchrotron and inverse—Compton radiation which is moving at relativistic speeds close to the line of sight. While real sources cannot be explained in detail with such a model, it provides a valuable framework for understanding the observational consequences of relativistic jets. More complex models involving the superposition of homogeneous regions each with different physical parameters are better able to match the radio — X-ray spectrum of BL Lacertae objects, although the model parameters are generally not well constrained. If BL Lacertae objects are indeed sources with jets oriented close to the line of sight then intrinsically identical objects must exist which just happen to have jets pointed away. A “unified scheme” for BL Lacertae objects identifies low luminosity radio galaxies as those objects. Comparisons of the properties of large samples of radio galaxies and BL Lacertae objects are valuable tools for constraining the physical parameters of jets in these AGN.