This is the first comprehensive collection of problems in set theory. But rather than using drill exercises, most problems are challenging and require work, wit, and inspiration. They vary in difficulty, and are organized in such a way that earlier problems help in the solution of later ones. For many of the problems, the authors also trace the history of the problems and then provide proper reference at the end of the solution. This is destined to become a classic, and will be an important resource for students and researchers. It follows a tradition of Hungarian mathematics started with Pólya-Szegõ's problem book in analysis and continued with Lovász' problem book in combinatorics.