Colloids display intriguing transitions between gas, liquid, solid and liquid crystalline phases. Such phase transitions are ubiquitous in nature and have been studied for decades. However, the predictions of phase diagrams are not always realized; systems often become undercooled, supersaturated, or trapped in gel-like states. In many cases the end products strongly depend on the starting position in the phase diagram and discrepancies between predictions and actual observations are due to the intricacies of the dynamics of phase transitions. Colloid science aims to understand the underlying mechanisms of these transitions. Important advances have been made, for example, with new imaging techniques that allow direct observation of individual colloidal particles undergoing phase transitions, revealing some of the secrets of the complex pathways involved.