Stochastic thermodynamics provides a framework for describing small systems embedded in a heat bath and externally driven to non-equilibrium. Examples are colloidal particles in time-dependent optical traps, single biomolecules manipulated by optical tweezers or AFM tips, and motor proteins driven by ATP excess. A first-law like energy balance allows to identify applied work and dissipated heat on the level of a single stochastic trajectory. Total entropy production includes not only this heat but also changes in entropy associated with the state of the small system. Within such a framework, exact results like an integral fluctuation theorem for total entropy production valid for any initial state, any time-dependent driving and any length of trajectories can be proven . These theoretical predictions have been illustrated and tested with experiments on a colloidal particle pushed by a periodically modulated laser towards a surface . Key elements of this framework like a stochastic entropy can also be applied to athermal systems as experiments on an optically driven defect center in diamond show [3,4]. For mechanically driven non-equilibrium steady states, the violation of the fluctuation-dissipation theorem can be quantified as an additive term directly related to broken detailed balance (rather than a multiplicative effective temperature) [5,6]. Integrated over time, a generalized Einstein relation appears which we have recently verified experimentally . Finally, optimal protocols are derived which (i) minimize the work required to switch from one equilibrium state to another in finite time  and (ii) maximize the power of stochastic heat engines operating between two heat baths .  U. Seifert, Phys. Rev. Lett. 95: 040602/1-4, 2005.  V. Blickle, T. Speck, L. Helden, U. Seifert, and C. Bechinger, Phys. Rev. Lett. 96: 070603/1-4, 2006.  S. Schuler, T. Speck, C. Tietz, J. Wrachtrup, and U. Seifert, Phys. Rev. Lett. 94: 180602/1-4, 2005.  C. Tietz, S. Schuler, T. Speck, U. Seifert, and J. Wrachtrup, Phys. Rev. Lett. 97: 050602/1-4, 2006.  T. Speck and U. Seifert, Europhys. Lett. 74: 391-396, 2006.  U. Seifert and T. Speck, EPL, in press, 2010.  V. Blickle, T. Speck, C. Lutz, U. Seifert, and C. Bechinger. Phys. Rev. Lett., 210601/1-4, 2007.  T. Schmiedl and U. Seifert, Phys. Rev. Lett, 98: 108301/1-4, 2007.  T. Schmiedl and U. Seifert, EPL 81, 20003, 2008.