This book provides an introduction to the theory of KMS weights and KMS states, which play an important role in mathematical physics and other applications of operator algebras. Leading from the definitions to some of the most recent research results, it covers advanced topics such as the Laca-Neshveyev theorem, elements of the modular theory of von Neumann algebras, the geometry of the set of KMS weights, duality (for KMS weights on crossed products), the relationship between KMS weights and traces and the types of factors associated with extremal KMS weights.