Recent progress on observational and theoretical investigations of close binary systems of stars allows one to understand the origin and evolution of peculiar objects in close binary systems: Wolf-Rayet stars, white dwarfs, neutron stars and black holes. The prediction made by Gamov (1943) about the Wolf-Rayet stars as stars displaying at their surfaces products of thermo-nuclear processing is now confirmed by observations of Wolf-Rayet stars in binary systems. The Catalogue of Close Binary Stars on Late Evolutionary Stages has been published by our group in 1989 in Moscow University Press. An improved version of this Catalogue is now in preparation and will be published in 1995 by Gordon and Breach.