Experimental investigations in gravitation and relativity theory are reviewed. The state of experiments that test the equivalence principle, the basis of the relativistic theory of gravitation, is discussed. The latest results of measurements of the classical effects of general relativity in the solar system are given and promising programs of similar experiments in the near future are analyzed. The new possibilities for testing gravitational theories provided by the discovery of the binary pulsar are described. Finally, the problem of searching for bursts of gravitational radiation using terrestrial Weber type antennas is discussed.