From the cohomological point of view the symplectomorphism group $Sympl (M)$ of a symplectic manifold is `` tamer'' than the diffeomorphism group. The existence of invariant polynomials in the Lie algebra $\frak {sympl }(M)$, the symplectic Chern-Weil theory, and the existence of Chern-Simons-type secondary classes are first manifestations of this principles. On a deeper level live characteristic classes of symplectic actions in periodic cohomology and symplectic Hodge decompositions. The present paper is called to introduce theories and constructions listed above and to suggest numerous concrete applications. These includes: nonvanishing results for cohomology of symplectomorphism groups (as a topological space, as a topological group and as a discrete group), symplectic rigidity of Chern classes, lower bounds for volumes of Lagrangian isotopies, the subject started by Givental, Kleiner and Oh, new characters for Torelli group and generalizations for automorphism groups of one-relator groups, arithmetic properties of special values of Witten zeta-function and solution of a conjecture of Brylinski. The Appendix, written by L. Katzarkov, deals with fixed point sets of finite group actions in moduli spaces.