Experimental drift turbulence and zonal flow studies in magnetically confined plasma experiments are reviewed. The origins of drift waves, transition to drift turbulence and drift turbulence-zonal flow interactions in open field line and toroidal closed flux surface experiments are discussed and the free energy sources, dissipation mechanisms and nonlinear dynamics of drift turbulence in the core, edge and scrape-off layer plasma regions are examined. Evidence that turbulence across these regions is linked and that turbulence-driven zonal flows exist is presented, and evidence that these flows help regulate the turbulent scale lengths, amplitude and fluxes is summarized. Seemingly contradictory reports exist regarding the scale of turbulent transport events; gyro-Bohm behavior of turbulence correlation lengths as well as evidence for long-range transport phenomena both exist. Changes in turbulence during and after transport barrier formation are summarized and compared. The inferred turbulent particle and heat fluxes due to turbulent transport are usually consistent with global confinement, and edge plasma momentum transport appears to be linked to plasma flows at the last-closed flux surface and in the open field line region. However, inconsistencies between observed transport and turbulence have sometimes been reported and are pointed out here. Special attention is given to open issues, and suggestions for future experimental studies are given.