We discuss theoretical issues and experimental data that brought the ultra high energy cosmic rays in the list of Nature's greatest puzzles. After many years of research we still do not know how astrophysical acceleration processes can reach energies exceeding 10$^{11}$ GeV. The main alternative {\em top-down} mechanism postulates the existence of super massive $X$-particles that create a particle spectrum extending down to the observed energy through their decay channels. The propagation of nuclei and photons from their sources to us adds to the puzzle as all particles of these energies interact with the ambient photons, mostly of the microwave background. We also describe briefly the main observational results and give some information on the new experiments that are being built and designed now.

20 pages, 14 postscript figures, write-up of a lecture at the 2004 SLAC Summer Institute