The electric field of an ultrashort laser pulse often fails to separate into a product of purely temporal and purely spatial factors. These so-called spatio-temporal couplings constitute a broad range of physical effects, which often become important in applications. In this review, we compile some recent experimental and theoretical work on the understanding, avoidance and applications of these effects. We first present a discussion of the characteristics of pulses containing spatio-temporal couplings, including their sources, a mathematical description and the interdependence of different couplings. We then review different experimental methods for their characterization. Finally, we describe different applications of spatio-temporal couplings and suggest further schemes for their exploitation and avoidance.