Boltzmann introduced in the 1870s a logarithmic measure for the connection between the thermodynamical entropy and the probabilities of the microscopic configurations of the system. His celebrated entropic functional for classical systems was then extended by Gibbs to the entire phase space of a many-body system and by von Neumann in order to cover quantum systems, as well. Finally, it was used by Shannon within the theory of information. The simplest expression of this functional corresponds to a discrete set of W microscopic possibilities and is given by S BG = −k ∑ W i=1 p i ln p i (k is a positive universal constant; BG stands for Boltzmann-Gibbs). This relation enables the construction of BGstatistical mechanics, which, together with the Maxwell equations and classical, quantum and relativistic mechanics, constitutes one of the pillars of contemporary physics. The BG theory has provided uncountable important applications in physics, chemistry, computational sciences, economics, biology, networks and others. As argued in the textbooks, its application in physical systems is legitimate whenever the hypothesis of ergodicity is satisfied, i.e., when ensemble and time averages coincide. However, what can we do when ergodicity and similar simple hypotheses are violated, which indeed happens in very many natural, artificial and social complex systems. The possibility of generalizing BG statistical mechanics through a family of non-additive entropies was advanced in 1988, namely S q = k, which recovers the additive S BG entropy in the q → 1 limit. The index q is to be determined from mechanical first principles, corresponding to complexity universality classes. Along three decades, this idea intensively evolved world-wide (see the Bibliography in http://tsallis.cat.cbpf.br/biblio.htm) and led to a plethora of predictions, verifications and applications in physical systems and elsewhere. As expected, whenever a paradigm shift is explored, some controversy naturally emerged, as well, in the community. The present status of the general picture is here described, starting from its dynamical and thermodynamical foundations and ending with its most recent physical applications.