This is a thorough introduction to the dynamics of one-sided and two-sided Markov shifts on a finite alphabet and to the basic properties of Markov shifts on a countable alphabet. These are the symbolic dynamical systems defined by a finite transition rule. The basic properties of these systems are established using elementary methods. The connections to other types of dynamical systems, cellular automata and information theory are illustrated with numerous examples. The book is written for graduate students and others who use symbolic dynamics as a tool to study more general systems.