Space-time' (ST) wave packets constitute a broad class of pulsed optical fields that are rigidly transported in linear media without diffraction or dispersion, and are therefore propagation-invariant in absence of optical nonlinearities or waveguiding structures. Such wave packets exhibit unique characteristics, such as controllable group velocities in free space and exotic refractive phenomena. At the root of of these behaviors is a fundamental feature underpinning ST wave packets: their spectra are not separable with respect to the spatial and temporal degrees of freedom. Indeed, the spatio-temporal structure is endowed with non-differentiable angular dispersion, in which each spatial frequency is associated with a single prescribed wavelength. Furthermore, deviation from this particular spatio-temporal structure yields novel behaviors that depart from propagation invariance in a precise manner, such as acceleration with an arbitrary axial distribution of the group velocity, tunable dispersion profiles, and Talbot effects in space-time. Although the basic concept of ST wave packets has been known since the 1980's, only very recently has rapid experimental development emerged. These advances are made possible by innovations in spatio-temporal Fourier synthesis, thereby opening a new frontier for structured light at the intersection of beam optics and ultrafast optics. Furthermore, a plethora of novel spatio-temporally structured optical fields (such as flying-focus wave packets, toroidal pulses, and ST optical vortices) are now providing a swathe of surprising characteristics, ranging from tunable group velocities to transverse orbital angular momentum. We review the historical development of ST wave packets, describe the new experimental approach for their efficient synthesis, and enumerate the various new results and potential applications for ST wave packets and other spatio-temporally structured fields that are rapidly accumulating, before casting an eye on a future roadmap for this field.