Jets, i.e. collimated streams of matter, occur from the microscale up to the large-scale structure of the universe. Our focus will be mostly on surface tension effects, which result from the cohesive properties of liquids. Paradoxically, cohesive forces promote the breakup of jets, widely encountered in nature, technology and basic science, for example in nuclear fission, DNA sampling, medical diagnostics, sprays, agricultural irrigation and jet engine technology. Liquid jets thus serve as a paradigm for free-surface motion, hydrodynamic instability and singularity formation leading to drop breakup. In addition to their practical usefulness, jets are an ideal probe for liquid properties, such as surface tension, viscosity or non-Newtonian rheology. They also arise from the last but one topology change of liquid masses bursting into sprays. Jet dynamics are sensitive to the turbulent or thermal excitation of the fluid, as well as to the surrounding gas or fluid medium. The aim of this review is to provide a unified description of the fundamental and the technological aspects of these subjects.