The fluctuation-dissipation relations (FDR) in physical systems are studied at all levels of the statistical description. The most general FDR are the relations for the fluctuations of many-body distribution functions. It is pointed out the problem of formulation of FDR is related to the problem of deriving irreversible equations based on the reversible equations of classical and quantum mechanics. The FDR are divided into two classes: 1) FDR for fluctuations with infinite correlation times (``collisionless approximation''), which correspond to infinitely narrow resonances, and 2) FDR for fluctuations with finite correlation times (``collisional approximation''). The corresponding spectral densities have finite widths, determined by the ``collision integrals''. The fundamental questions about which different viewpoints have been published in the literature are critically analyzed: 1) the limits of applicability of the Callen--Welton formula and 2) the quantum generalization of Nyquist's formula for the intensity of a Langevin source of oscillatory systems. It is shown that the traditional form of the quantum Nyquist formula, is not well-founded and leads to unphysical consequences. A different expression, used in the literature, for the quantum Nyquist formula is examined. It is not universal, but holds in many important cases. Its region of applicability is determined by the corresponding quantum kinetic equations. The consequences of the two forms of the quantum Nyquist formula, which can be checked experimentally, are studied. The question of the formulation of the quantum Nyquist formula is studied as a part of the general problem of determining the intensity of a Langevin source and the corresponding diffusion coefficient in quantum systems. It arises, in particular, also in quantum electrodynamics in the calculation of the Lamb shift (Sec. 12). In this connection two derivations of Bethe's formula for the Lamb shift are analyzed. It is established that the ``subtraction formalism'' of quantum electrodynamics corresponds to the nontraditional form of the quantum Nyquist formula. The exposition is illustrated with many specific examples.