This text provides an introduction to the immersed interface method (IIM), a powerful numerical method for solving interface problems and problems defined on irregular domains for which analytic solutions are rarely available. It provides a complete description of the IIM, discusses recent progress in the area, and describes numerical methods for a number of classic interface problems. It also contains many numerical examples that can be used as benchmark problems for numerical methods designed for interface problems on irregular domains. Particular topics include the IIM's applications to Stefan problems and unstable crystal growth, incompressible Stokes and Navier-Stokes flows with moving interfaces, an inverse problem identifying unknown shapes in a region, a nonlinear interface problem of magnetorheological fluids containing iron particles, and other problems. The book also contains several applications of free boundary and moving interface problems, including examples from physics, computational fluid mechanics, mathematical biology, material science, and other fields.