In this review we describe a transient type of gas discharge which is commonly called a streamer discharge, as well as a few related phenomena in pulsed discharges. Streamers are propagating ionization fronts with self-organized field enhancement at their tips that can appear in atmospheric air, or more generally in gases over distances larger than order 1~cm~$N_0/N$, where $N$ is gas density and $N_0$ is gas density under ambient conditions. Streamers are the precursors of other discharges like sparks and lightning, but they also occur in for example corona reactors or plasma jets which are used for a variety of plasma chemical purposes. When enough space is available, streamers can also form at much lower pressures, like in the case of sprite discharges high up in the atmosphere. We explain the structure and basic underlying physics of streamer discharges, and how they scale with gas density. We discuss the chemistry and applications of streamers, and describe their two main stages in detail: inception and propagation. We also look at some other topics, like interaction with flow and heat, related pulsed discharges, and electron runaway and high energy radiation. Finally, we discuss streamer simulations and diagnostics in quite some detail. This review is written with two purposes in mind: First, we describe recent results on the physics of streamer discharges, with a focus on the work performed in our groups. We also describe recent developments in diagnostics and simulations of streamers. Second, we provide background information on the above-mentioned aspects of streamers. This review can therefore be used as a tutorial by researchers starting to work in the field of streamer physics.