Abstract Fundamental constants are a cornerstone of our physical laws. Any constant varying in space and/or time would reflect the existence of an almost massless field that couples to matter. This will induce a violation of the universality of free fall. Thus, it is of utmost importance for our understanding of gravity and of the domain of validity of general relativity to test for their constancy. We detail the relations between the constants, the tests of the local position invariance and of the universality of free fall. We then review the main experimental and observational constraints that have been obtained from atomic clocks, the Oklo phenomenon, solar system observations, meteorite dating, quasar absorption spectra, stellar physics, pulsar timing, the cosmic microwave background and big bang nucleosynthesis. At each step we describe the basics of each system, its dependence with respect to the constants, the known systematic effects and the most recent constraints that have been obtained. We then describe the main theoretical frameworks in which the low-energy constants may actually be varying and we focus on the unification mechanisms and the relations between the variation of different constants. To finish, we discuss the more speculative possibility of understanding their numerical values and the apparent fine-tuning that they confront us with.