The field of cold molecules has become an important source of new insight in fundamental chemistry and molecular physics. High-resolution spectroscopy benefits from translationally and internally cold molecules by increased interaction times and reduced spectral congestion. Completely new effects in scattering dynamics become accessible with cold and controlled molecules. Many of these experiments use molecular beams as a starting point for the generation of molecular samples. This review gives an overview of methods to produce beams of cold molecules, starting from supersonic expansions or effusive sources, and provides examples of applications in spectroscopy and molecular dynamics studies.