The distribution of stellar masses that form in one star formation event in a given volume of space is called the initial mass function (IMF). The IMF has been estimated from low-mass brown dwarfs to very massive stars. Combining IMF estimates for different populations in which the stars can be observed individually unveils an extraordinary uniformity of the IMF. This general insight appears to hold for populations including present-day star formation in small molecular clouds, rich and dense massive star-clusters forming in giant clouds, through to ancient and metal-poor exotic stellar populations that may be dominated by dark matter. This apparent universality of the IMF is a challenge for star formation theory, because elementary considerations suggest that the IMF ought to systematically vary with star-forming conditions.