A review is given of theoretical results on self-trapped states of charge carriers in magnetic semiconductors and their experimental confirmation. The main emphasis is laid on ferrons (magnetic polarons) in antiferromagnetic semiconductors, though other magnetic materials are considered, too (ferromagnets, singlet magnets, solid helium, spin glasses and so on). Both single- and many-electron ferron states are discussed. In the latter case a degenerate antiferromagnetic semiconductor is in a spontaneously appearing mixed ferro-antiferromagnetic state. In it phase transitions changing its topology and type of conductivity are possible in addition to the transition from the mixed to the uniform state. The theory of the magnetic string (quasioscillator) is described, too. The relation of self-trapped magnetic states to high-temperature superconductivity and to properties of a-Si is discussed.