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The aim of this work is to provide an introduction to the theory of non-autonomous and stochastic dynamical systems, with a focus on the importance of the theory in the Applied Sciences. The book will start with the basic concepts from the theory of autonomous dynamical systems which are easier to understand, and can be used as the motivation for the non-autonomous and stochastic situations. Then the work will set up the framework of non-autonomous dynamical system, and in particular will describe the various approaches available to date to analyze the long time behaviour of non-autonomous problems. Major focus with be put on the novel theory of pullback attractors, which is still under development up to date. The third part will be the main body of the book, introducing the theory of random dynamical systems and random attractors and will show how it may be a suitable set-up to handle realistic models with stochasticity. Some comments on future research directions will be included as well.