Optical vortices are phase singularities nested in electromagnetic waves that constitute a fascinating source of phenomena in the physics of light and display deep similarities to their close relatives, quantized vortices in superfluids and Bose-Einstein condensates. We present a brief overview of the major advances in the study of optical vortices in different types of nonlinear media, with emphasis on the properties of vortex solitons. Self-focusing nonlinearity leads, in general, to the azimuthal instability of a vortex-carrying beam, but it can also support novel types of stable or meta-stable self-trapped beams carrying nonzero angular momentum, such as ring-like solitons, necklace beams, and soliton clusters. We describe vortex solitons created by multi-component beams, by parametrically coupled beams in quadratic nonlinear media, and in partially incoherent light, as well as discrete vortex solitons in periodic photonic lattices.