The basic ideas and results of the theory of self-trapped electron and hole states are reviewed. The basic features of self-trapping as an important and quite general phenomenon as well as the basic types of self-trapped states (polarons, fluctuons, and electron pairs with a negative correlation energy) are studied. The characteristic features of self-trapping on defects in a crystal lattice, in disordered systems, and in amorphous structures are compared with self-trapping in regular crystals. Some pressing problems in the modern theory of self-trapped electron and hole states in solids are noted or briefly discussed.