We review self-duality of nonlinear electrodynamics and its extension to se
veral Abelian gauge fields coupled to scalars. We then describe self-dualit
y in supersymmetric models, both N = 1 and N = 2. The self-duality equation
s, which have to he satisfied by the action of any self-dual system are fou
nd and solutions are discussed. One important example is the Born-Infeld ac
tion. We explain why the N = 2 supersymmetric actions proposed so far are n
ot the correct world-volume actions for D3 branes in d = 6.