Axions and other very light axion-like particles appear in many extensions of the Standard Model, and are leading candidates to compose part or all of the missing matter of the Universe. They also appear in models of inflation, dark radiation, or even dark energy, and could solve some long-standing astrophysical anomalies. The physics case of these particles has been considerably developed in recent years, and there are now useful guidelines and powerful motivations to attempt experimental detection. Admittedly, the lack of a positive signal of new physics at the high energy frontier, and in underground detectors searching for weakly interacting massive particles, is also contributing to the increase of interest in axion searches. The experimental landscape is rapidly evolving, with many novel detection concepts and new experimental proposals. An updated account of those initiatives is lacking in the literature. In this review we attempt to provide such an update. We will focus on the new experimental approaches and their complementarity, but will also review the most relevant recent results from the consolidated strategies and the prospects of new generation experiments under consideration in the field. We will also briefly review the latest developments of the theory, cosmology and astrophysics of axions and we will discuss the prospects to probe a large fraction of relevant parameter space in the coming decade.