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This book discusses small particles or clusters of atoms, molecules, as well as systems consisting of them. These are systems too large to be analyzed by the methods of particle dynamics, but too small to treated by the standard statistical techniques. The goal is to analyze the properties of such finite aggregates and their behavior in gases and plasmas, and to investigate processes that involve such clusters. The presentation is based on lectures and seminar problems for graduate students; the main part of the book thus includes more than 200 problems, each of them illustrating a specific aspect of finite systems of bound atoms and their behavior in gases and plasmas. Topics covered include: collisions, charge transfer, chemical reactions, condensed systems and their structures, kinetics of cluster growth, excited clusters, the transition from clusters to bulk particles, and small particles, dust, and aerosols in plasmas. Some reference data for corresponding parameters of systems under consideration are given in the problems and in the appendices. The book will be of interest to physicists, astrophysicists, and chemists.