The dynamical properties of convection in rotating cylindrical annuli and spherical shells are reviewed. Simple theoretical models and experimental simulations of planetary convection through the use of the centrifugal force in the laboratory are emphasized. The model of columnar convection in a cylindrical annulus not only serves as a guide to the dynamical properties of convection in rotating sphere; it also is of interest as a basic physical system that exhibits several dynamical properties in their most simple form. The generation of zonal mean flows is discussed in some detail and examples of recent numerical computations are presented. The exploration of the parameter space for the annulus model is not yet complete and the theoretical exploration of convection in rotating spheres is still in the beginning phase. Quantitative comparisons with the observations of the dynamics of planetary atmospheres will have to await the consideration in the models of the effects of magnetic fields and the deviations from the Boussinesq approximation.