The origin of thermodynamics is intimately related to the development of heat engines in the 18th century. Understanding the connections between macroscopic quantities such as pressure, volume and temperature, as well as the interplay between work and heat in engine cycles, led to the formulation of the fundamental laws underpinning thermodynamical transformations. The analysis of the Carnot heat engine, for example, is the root behind the second law of thermodynamics. The thermodynamical behaviour of macroscopic systems can also be understood as emerging from microscopic dynamical laws and the intrinsic statistical uncertainty about the state of the system. This statistical approach to thermodynamics, pioneered by Maxwell, Boltzmann, and Gibbs, brought to centre stage the concept of information, which is our main concern in this chapter. Perhaps the first instance where information and thermodynamics are linked together is in the scenario of Maxwell’s demon, where a hypothetical microscopic intelligent being is able to follow the state of individual molecules and act on the system to apparently violate the second law. For recent experiments on Maxwell’s demon, we refer the reader to Chapters “Maxwell’s Demon in Photonic Systems” and “Maxwell’s Demon in Superconducting Systems”.