Since the early conceptual and practical demonstrations in the late 1990s, Hollow-Core Photonic Band Gap Fibres (HC-PBGFs) have attracted huge interest by virtue of their promise to deliver a unique range of optical properties that are simply not possible in conventional fibre types. HC-PBGFs have the potential to overcome some of the fundamental limitations of solid fibres promising, for example, reduced transmission loss, lower nonlinearity, higher damage thresholds and lower latency, amongst others. They also provide a unique medium for a range of light: matter interactions of various forms, particularly for gaseous media. In this paper we review the current status of the field, including the latest developments in the understanding of the basic guidance mechanisms in these fibres and the unique properties they can exhibit. We also review the latest advances in terms of fibre fabrication and characterisation, before describing some of the most important applications of the technology, focusing in particular on their use in gas-based fibre optics and in optical communications.