The review is devoted to the discussion of the role of trapped particles for equilibrium, diffusion and stability of plamas in toroidal magnetic devices. The motion of single particles in a toroidal magnetic field, the neoclassical transport processes due to the trapping of particles and trapped-particle instabilities in toroidal geometry are discussed. The correspondence between the neoclassical theory of diffusion, the turbulent transport processes due to the instabilities and the existing experimental Tokamak data is discussed.