A phenomenon of nonlinear physics is studied in this review: the formation of characteristic, time-independent, solitary states--autosolitons (AS)--in different physical, chemical, and biological systems. The physics of As in some types of systems--systems with ``positive'' and ``negative'' thermal diffusion, uniformly generated ``combustion material'', and local self production of matter"is explained for the example of semiconductor and gas plasma, where AS consist of a region of carriers with high temperature and lew (or high) density. The conditions for the formation of As in the form of strongly nonequilibrium regions in systems departing slightly from thermodynamic equilibrium are discussed; examples of systems in which this phenomenon is realized are presented. The systems are classified with respect to the physics and types of AS formed in them. A theory describing AS from a unified viewpoint based on a mathematical analogy is described, and general results are presented, determining the basic parameters and properties of static, pulsating, and traveling AS that form in a wide class of the most diverse systems--chemical and biochemical reactions, nonequilibrium gases and superconductors, photoconductors and magnets, magnetic semiconductors, composite superconductors, active lightguiding transmission lines, and many other systems.