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Among sample preparation techniques used prior to gas chromatography (GC), headspace sampling (HS) offers many advantages as it only collects vapors that are directly compatible with GC. The main variants are: (1) collection of a fraction of the HS (static headspace, SHS), (2) gas stripping of volatiles from a solution and subsequent trapping in an adsorbent (purge and trap headspace, P&THS), (3) collection and trapping of volatiles from a whole HS in equilibrium with a liquid (static and trapped headspace, S&THS), (4) partition of volatiles between a sample, its HS, and an adsorbent fiber (headspace solid-phase microextraction (HSSPME)). For each one, a design and some guidelines for qualitative and quantitative use are given, as well as the equation giving the theoretical recovery. Performances are compared between HS techniques and others such as simultaneous distillation extraction (SDE). A special section is devoted to the timesaving hyphenation of HS to detectors without chromatographic separation like HS-sensor array and headspace sampling mass spectrometry (HSMS). Main HS applications in various areas (food, environment, health and biosciences) since the late 1980s are illustrated. In addition, HS appears to be a unique tool to measure thermodynamical constants of volatiles characterizing their partitioning between phases and their interactions with a nonvolatile matrix.