Stick-slip vibrations are self-sustained oscillations induced by dry friction. They occur in engineering systems as well as in our everyday life, e.g. the sound of bowed instruments results from stick-slip vibrations of the strings. Two discrete and two continuous models of stick-slip systems have been investigated in this paper, which exhibit rich bifurcational and chaotic behaviour. Results from numerical simulations and experimental observations could be obtained. In the latter case, chaos has to be distinguished from noise in the measurements. This requires special analysis methods like the reconstruction of a pseudo-state space from a time series and the calculation of the so-called correlation integral.