Shortcuts to adiabaticity (STA) are fast routes to the final results of slow, adiabatic changes of the controlling parameters of a system. The shortcuts are designed by a set of analytical and numerical methods suitable for different systems and conditions. A motivation to apply STA methods to quantum systems is to manipulate them on timescales shorter than decoherence times. Thus shortcuts to adiabaticity have become instrumental in preparing and driving internal and motional states in atomic, molecular, and solid-state physics. Applications range from information transfer and processing based on gates or analog paradigms, to interferometry and metrology. The multiplicity of STA paths for the controlling parameters may be used to enhance robustness versus noise and perturbations, or to optimize relevant variables. Since adiabaticity is a widespread phenomenon, STA methods also extended beyond the quantum world, to optical devices, classical mechanical systems, and statistical physics. Shortcuts to adiabaticity combine well with other concepts and techniques, in particular with optimal control theory, and pose fundamental scientific and engineering questions such as finding speed limits, quantifying the third law, or determining process energy costs and efficiencies. We review concepts, methods and applications of shortcuts to adiabaticity and outline promising prospects, as well as open questions and challenges ahead.