Stochastic thermodynamics provides a framework to extend classical thermodynamic concepts like work, heat, and entropy production to individual trajectories of non-equilibrium systems. It applies to systems coupled to heat baths at constant temperature, such as colloidal particles in laser traps, polymers in flows, and molecular motors. A first-law-like energy balance can be identified along fluctuating trajectories, with thermodynamic consistency imposing local-detailed balance constraints on noise and rates. Integral and detailed fluctuation theorems constrain probability distributions for work, heat, and entropy production, with strong results for non-equilibrium steady states, including a generalized fluctuation-dissipation theorem. These concepts address optimal driving, feedback processes, and dissipation-irreversibility relations. Efficiency and efficiency at maximum power can be analyzed for molecular machines using a common framework based on entropy production cycles. The review covers stochastic dynamics, fluctuation theorems, and applications to biomolecular systems, emphasizing the role of time-scale separation and non-equilibrium steady states. It discusses the relation between entropy production and time reversal, and the implications for stochastic thermodynamics in both classical and quantum systems. The review also addresses the efficiency of molecular motors and heat engines, highlighting the importance of stochastic thermodynamics in understanding small-scale systems.Stochastic thermodynamics provides a framework to extend classical thermodynamic concepts like work, heat, and entropy production to individual trajectories of non-equilibrium systems. It applies to systems coupled to heat baths at constant temperature, such as colloidal particles in laser traps, polymers in flows, and molecular motors. A first-law-like energy balance can be identified along fluctuating trajectories, with thermodynamic consistency imposing local-detailed balance constraints on noise and rates. Integral and detailed fluctuation theorems constrain probability distributions for work, heat, and entropy production, with strong results for non-equilibrium steady states, including a generalized fluctuation-dissipation theorem. These concepts address optimal driving, feedback processes, and dissipation-irreversibility relations. Efficiency and efficiency at maximum power can be analyzed for molecular machines using a common framework based on entropy production cycles. The review covers stochastic dynamics, fluctuation theorems, and applications to biomolecular systems, emphasizing the role of time-scale separation and non-equilibrium steady states. It discusses the relation between entropy production and time reversal, and the implications for stochastic thermodynamics in both classical and quantum systems. The review also addresses the efficiency of molecular motors and heat engines, highlighting the importance of stochastic thermodynamics in understanding small-scale systems.