This book is devoted to Killing vector fields and the one-parameter isometry groups of Riemannian manifolds generated by them. It also provides a detailed introduction to homogeneous geodesics, that is, geodesics that are integral curves of Killing vector fields, presenting both classical and modern results, some very recent, many of which are due to the authors. The main focus is on the class of Riemannian manifolds with homogeneous geodesics and on some of its important subclasses. To keep the exposition self-contained the book also includes useful general results not only on geodesic orbit manifolds, but also on smooth and Riemannian manifolds, Lie groups and Lie algebras, homogeneous Riemannian manifolds, and compact homogeneous Riemannian spaces. The intended audience is graduate students and researchers whose work involves differential geometry and transformation groups.