The present review is devoted to the muon magnetic moment and its role in supersymmetry phenomenology. Analytical results for the leading supersymmetric one- and two-loop contributions are provided, numerical examples are given and the dominant tan(beta)sign(mu)/M_SUSY^2 behaviour is qualitatively explained. The consequences of the Brookhaven measurement are discussed. The 2 sigma deviation from the Standard Model prediction implies preferred ranges for supersymmetry parameters, in particular upper and lower mass bounds. Correlations with other observables from collider physics and cosmology are reviewed. We give, wherever possible, an intuitive understanding of each result before providing a detailed discussion.