|| Multi-photon interference reveals strictly non-classical phenomena. Its applications range from fundamental tests of quantum mechanics to photonic quantum information processing, where a significant fraction of key experiments achieved so far comes from multi-photon state manipulation. We review the progress, both theoretical and experimental, of this rapidly advancing research. The emphasis is given to the creation of photonic entanglement of various forms, tests of the completeness of quantum mechanics (in particular, violations of local realism), quantum information protocols for quantum communication (e.g., quantum teleportation, entanglement purification and quantum repeater), and quantum computation with linear optics. We shall limit the scope of our review to "few photon" phenomena involving measurements of discrete observables.