Initial data are the starting point for any numerical simulation. In the case of numerical relativity, Einstein's equations constrain our choices of these initial data. We will examine several of the formalisms used for specifying Cauchy initial data in the 3+1 decomposition of Einstein's equations. We will then explore how these formalisms have been used in constructing initial data for spacetimes containing black holes and neutron stars. In the topics discussed, emphasis is placed on those issues that are important for obtaining astrophysically realistic initial data for compact binary coalescence.

50 pages, LaTeX(livrev.cls), Review article for "Living Reviews in Relativity" (http://www.livingreviews.org/), July 2000