In recent years, we have seen spectacular growth in the experimental and theoretical investigations of magnetic properties of small subatomic particles: electrons, positrons, muons, and neutrinos. However, conventional methods for establishing these properties for atomic nuclei are also in progress, due to new, more sophisticated theoretical achievements and experimental results performed using modern spectroscopic devices. In this review, a brief outline of the history of experiments with nuclear magnetic moments in magnetic fields of noble gases is provided. In particular, nuclear magnetic resonance (NMR) and atomic beam magnetic resonance (ABMR) measurements are included in this text. Various aspects of NMR methodology performed in the gas phase are discussed in detail. The basic achievements of this research are reviewed, and the main features of the methods for the noble gas isotopes: 3He, 21Ne, 83Kr, 129Xe, and 131Xe are clarified. A comprehensive description of short lived isotopes of argon (Ar) and radon (Rn) measurements is included. Remarks on the theoretical calculations and future experimental intentions of nuclear magnetic moments of noble gases are also provided.