Macdonald processes are probability measures on sequences of partitions defined in terms of nonnegative specializations of the Macdonald symmetric functions and two Macdonald parameters q, t ∈ [0, 1). We prove several results about these processes, which include the following.(1) We explicitly evaluate expectations of a rich family of observables for these processes. (2) In the case t = 0, we find a Fredholm determinant formula for a q-Laplace transform of the distribution of the last part of the Macdonald-random partition. (3) We introduce Markov dynamics that preserve the class of Macdonald processes and lead to new "integrable" 2d and 1d interacting particle systems. (4) In a large time limit transition, and as q goes to 1, the particles of these systems crystallize on a lattice, and fluctuations around the lattice converge to O'Connell's Whittaker process that describe semi-discrete Brownian directed polymers.