An overview is given of the long-time and long-distance behavior of correlation functions in both classical and quantum statistical mechanics. After a simple derivation of the classical long-time tails in equilibrium time correlation functions, we discuss analogous long-distance phenomena in nonequilibrium classical systems. The paper then draws analogies between these phenomena and similar effects in quantum statistical mechanics, with emphasis on the soft modes that underly long-time tails and related phenomena. We also elucidate the interplay between critical phenomena and long-time tails, using the classical liquid-gas critical point and the quantum ferromagnetic transition as examples.