Differences between individuals in the copy-number of whole genes have been found in every multicellular species examined thus far. Such differences result in unique complements of protein-coding genes in all individuals, and have been shown to underlie adaptive phenotypic differences. Here, we review the evidence for copy-number variants (CNVs), focusing on the methods used to detect them and the molecular mechanisms responsible for generating this type of variation. Although there are multiple technical and computational challenges inherent to these experimental methods, next-generation sequencing technologies are making such experiments accessible in any system with a sequenced genome. We further discuss the connection between copy-number variation within species and copy-number divergence between species, showing that these values are exactly what one would expect from similar comparisons of nucleotide polymorphism and divergence. We conclude by reviewing the growing body of evidence for natural selection on copy-number variants. While it appears that most genic CNVs--especially deletions-are quickly eliminated by selection, there are now multiple studies demonstrating a strong link between copy-number differences at specific genes and phenotypic differences in adaptive traits. We argue that a complete understanding of the molecular basis for adaptive natural selection necessarily includes the study of copy-number variation.