Moduli spaces of sheaves on K3 surfaces

In this survey article we describe moduli spaces of simple, stable, and semistable sheaves on K3 surfaces, following the work of Mukai, O'Grady, Huybrechts, Yoshioka, and others. We also describe some recent developments, including applications to the study of Chow rings of K3 surfaces, determination of the ample and nef cones of irreducible holomorphic symplectic manifolds, and moduli spaces of Bridgeland stable complexes of sheaves.