A pedagogical review of the historical development and current status (as of early 2000) of systematic statistical theories of plasma turbulence is undertaken. Emphasis is on conceptual foundations and methodology, not practical applications. Particular attention is paid to equations and formalism appropriate to strongly magnetized, fully ionized plasmas. Extensive reference to the literature on neutral-fluid turbulence is made, but the unique properties and problems of plasmas are emphasized throughout. Discussions are given of quasilinear theory, weak-turbulence theory, resonance-broadening theory, and the clump algorithm. Those are developed independently, then shown to be special cases of the direct-interaction approximation (DIA), which provides a central focus for the article. Various methods of renormalized perturbation theory are described, then unified with the aid of the generating-functional formalism of Martin, Siggia, and Rose. A general expression for the renormalized dielectric function is deduced and discussed in detail. Modern approaches such as decimation and PDF methods are described. Derivations of DIA-based Markovian closures are discussed. The eddy-damped quasinormal Markovian closure is shown to be nonrealizable in the presence of waves, and a new realizable Markovian closure is presented. The test-field model and a realizable modification thereof are also summarized. Numerical solutions of various closures for some plasmaphysics paradigms are reviewed. The variational approach to bounds on transport is developed. Miscellaneous topics include Onsager symmetries for turbulence, the interpretation of entropy balances for both kinetic and fluid descriptions, self-organized criticality, statistical interactions between disparate scales, and the roles of both mean and random shear. Appendices are provided on Fourier transform conventions, dimensional and scaling analysis, the derivations of nonlinear gyrokinetic and gyrofluid equations, stochasticity criteria for quasilinear theory, formal aspects of resonance-broadening theory, Novikov's theorem, the treatment of weak inhomogeneity, the derivation of the Vlasov weak-turbulence wave kinetic equation from a fully renormalized description, some features of a code for solving the direct-interaction approximation and related Markovian closures, the details of the solution of the EDQNM closure for a solvable three-wave model, and the notation used in the article.