The origin and nature of eolian (wind-blown) sediments are reviewed, with an emphasis on the occurrence of these features in the Quaternary. Eolian sediments consist of windblown sand, loess, and long-range-transported (LRT) dust, in order of decreasing particle size. Eolian sand forms some of the most dramatic landscapes in the world, particularly when these sediments are deposited as dunes in sand seas. The largest eolian sand seas are found in subtropical deserts and in mid-latitude basins that are arid because of rainshadow effects. Dunes can be helpful in interpreting past climates, both for understanding past moisture balance and paleowinds (past wind directions). Loess is windblown silt that can be recognized in the field and mapped as a geologic body. It can be many tens of meters thick, but usually decreases systematically with distance from its source or sources. Much loess is glaciogenic, the result of glacial grinding of bedrock into “rock flour” that is easily entrained by the wind, but some loess owes its origins to nonglacial processes or is simply inherited from silt-rich rocks. The geologic record shows that both glacial loess and non-glacial loess accumulated mostly during glacial periods, suggesting that particular environmental conditions are favorable for loess accumulation. These conditions include increased source sediments, a dry, windy environment with minimal vegetation cover, and a decreased intensity of the hydrological cycle. The same conditions apparently enhance the production of LRT dust, which consists of particles generally less than 10 μm. At present, most dust sources are in the same regions where the largest eolian sand seas occur, although sandy sediments are not the only sources of finer-grained dust. LRT dust can be transported across oceans, from continent to continent, and may play important roles in the overall planetary radiation balance, as fertilizer to the world's primary producers in the oceans, and as a soil parent material. Geologic records of LRT dust transport can be found in deep-sea sediments, ice caps, lakes, distal loess deposits, and soils. These records indicate that, like loess, the flux of dust was greater during glacial periods. Although eolian sand, loess, and LRT dust all have rich geologic records in the Quaternary, there is an increasing recognition of the importance of all these features in the longer, pre-Quaternary geologic record.