Self-interacting dark matter (SIDM) arises generically in scenarios for physics beyond the Standard Model that have dark sectors with light mediators or strong dynamics. The selfinteractions allow energy and momentum transport through halos, altering their structure and dynamics relative to those produced by collisionless dark matter. SIDM models provide a promising way to explain the diversity of galactic rotation curves, and they form a predictive and versatile framework for interpreting astrophysical phenomena related to dark matter.This review provides a comprehensive explanation of the physical effects of dark matter self-interactions in objects ranging from galactic satellites (dark and luminous) to clusters of galaxies and the large-scale structure. The second major part describes the methods used to constrain SIDM models including current constraints, with the aim of advancing tests with upcoming galaxy surveys. This part also provides a detailed review of the unresolved small-scale structure formation issues and concrete ways to test simple SIDM models. The