In the dawn of the industrial revolution of the 18th century, thermodynamics emerged as an independent field of physics. To establish a comprehensive knowledge of steam engines and combustion motors, initially the main emphasis was to understand the transformation of heat to mechanical work. However, macroscopic thermodynamics is only able to describe large systems where the variety of internal degrees of freedom - one liter of gas contains approximately 1023 particles - allows one to neglect fluctuations. In accordance with the ongoing trends for miniaturization in general and the development of micromanipulation techniques like atomic force microscopy or optical tweezers in the late 1980's in particular, scientists have become able to investigate thermal systems on length and energy scales where fluctuations are not negligible. Today the broad variety of such systems, e.g. molecular machines, proteins, polymer molecules, and micro-mechanical motors, inspire scientists with physical, chemical, and biological background to contribute to this rapidly developing field.