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This is the first comprehensive collection of problems in set theory. Most of classical set theory is covered, classical in the sense that independence methods are not used, but classical also in the sense that most results come from the period between 1920-1970. Many problems are also related to other fields of mathematics such as algebra, combinatorics, topology and real analysis. The authors choose not to concentrate on the axiomatic framework, although some aspects are elaborated (axiom of foundation and the axiom of choice). Rather than using drill exercises, most problems are challenging and require work, wit, and inspiration. The problems are organized in a way that earlier problems help in the solution of later ones. For many problems, the authors trace the origin and provide proper references at the end of the solution.