In addition to the operational limits imposed by MHD stability on plasma current and pressure, an independent limit on plasma density is observed in confined toroidal plasmas. This review attempts to summarize recent work on the phenomenology and physics of the density limit. Perhaps the most surprising result is that all of the toroidal confinement devices considered operate in similar ranges of (suitably normalized) densities. The empirical scalings derived independently for tokamaks and reversed field pinches (RFP) are essentially identical, while stellarators appear to operate at somewhat higher densities with a different scaling. Dedicated density limit experiments have not been carried out for spheromaks and field-reversed configurations (FRC), however "optimized" discharges in these devices are also well characterized by the same empirical law. In tokamaks, where the most extensive studies have been conducted, there is strong evidence linking the limit to physics near the plasma boundary thus it is possible to extend the operational range for line-averaged density by operating with peaked density profiles. Additional particles in the plasma core apparently have no effect on density limit physics. While there is no widely accepted, first principles model for the density limit, research in this area has focussed on mechanisms which lead to strong edge cooling. Theoretical work has concentrated on the consequences of increased impurity radiation which may dominate power balance at high densities and low temperatures. These theories are not entirely satisfactory as they require assumptions about edge transport and make predictions for power and impurity scaling that may not be consistent with experimental results. A separate thread of research looks for the cause in collisionality enhanced turbulent transport. While there is experimental and theoretical support for this approach, understanding of the underlying mechanisms is only at a rudimentary stage and no predictive capability is yet available..