Einstein's papers on quantum theory over the period 1905--1925 are reviewed. These papers played a fundamental role in the development of quantum concepts. This review traces the relationship between these papers, on the one hand, and Wien's and Planck's theoretical work on thermal radiation and Einstein's own work on statistical thermodynamics, on the other. Einstein's 1905 development of the concept of light quanta from Wien's radiation law, the application of this concept to elementary interactions of radiation with matter, Einstein's 1906--1907 analysis of the Planck radiation law, and Einstein's development of the foundations of a quantum theory of specific heat are all discussed. Particular attention is paid to Einstein's 1909 development of the concept of a particle-wave duality for radiation from a study of the energy and momentum fluctuations in a radiation field. Einstein's 1916 papers on the quantum theory of radiation are analyzed, and it is emphasized that Einstein was the first to suggest a probabilistic interpretation of the particle-wave duality, in addition to introducing coefficients to characterize the probabilities for optical transitions and offering his well-known derivation of the Planck radiation law. There is a special discussion of Einstein's expression, in his 1925 paper on the quantum theory of monatomic ideal gases, of high regard for de Broglie's concept of a particle-wave duality for material particles.