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The past decades have witnessed the flourishing of non-Hermitian physics in non-conservative systems, leading to unprecedented phenomena of unidirectional invisibility, enhanced sensitivity and more recently the novel topological features such as bulk Fermi arcs. Among them, growing efforts have been invested to an intriguing phenomenon, known as the non-Hermitian skin effect (NHSE). Here, we review the recent progress in this emerging field. By starting from the one-dimensional (1D) case, the fundamental concepts of NHSE, its minimal model, the physical meanings and consequences are elaborated in details. In particular, we discuss the NHSE enriched by lattice symmetries, which gives rise to unique non-Hermitian topological properties with revised bulk-boundary correspondence (BBC) and new definitions of topological invariants. Then we extend the discussions to two and higher dimensions, where dimensional surprises enable even more versatile NHSE phenomena. Extensions of NHSE assisted with extra degrees of freedom such as long-range coupling, pseudospins, magnetism, non-linearity and crystal defects are also reviewed. This is followed by the contemporary experimental progress for NHSE. Finally, we provide the outlooks to possible future directions and developments.