Cosmological consequences of the brane world scenario are reviewed in a pedagogical manner. According to the brane world idea, the standard model particles are confined on a hyper--surface (a so--called brane), which is embedded in a higher--dimensional spacetime (the so--called bulk). We begin our review with the simplest consistent brane world model: a single brane embedded in a five--dimensional Anti-de Sitter space--time. Then we include a scalar field in the bulk and discuss in detail the difference with the Anti-de Sitter case. The geometry of the bulk space--time is also analysed in some depth. Finally, we investigate the cosmology of a system with two branes and a bulk scalar field. We comment on brane collisions and summarize some open problems of brane world cosmology.

37 pages; invited topical review for Classical and Quantum Gravity; to appear