Crystals form via nucleation followed by growth. Often nucleation data is interpreted using the classical theory of nucleation, which is essentially a simple theory for the nucleation of a fluid phase. I characterise this classical theory as making six assumptions; I discuss each assumption in turn. I then review experiments and simulations that find nucleation behaviour that cannot be described by the classical theory. The experiments are on the crystallisation from solution of molecules such as drugs and related molecules, ice and calcium carbonate. The review also covers work on non-classical nucleation in solutions of the protein lysozyme, and work on the fascinating phenomenon of nucleation induced by laser pulses. I hope this review will be of interest to those studying the crystallisation of both molecules and ions from solution. The review aims to advance our understanding of the crucial first step in crystallisation, and to enable researchers studying crystallisation in one system to learn from what others have done in studying analogous phenomena in different systems.