The theory of plasma confinement by non-axisymmetric magnetic fields is reviewed. Such fields are used to confine fusion plasmas in stellarators, where in contrast to tokamaks and reversed-field pinches the magnetic field generally does not possess any continuous symmetry. The discussion is focussed on magnetohydrodynamic equilibrium conditions, collisionless particle orbits, and the kinetic theory of equilbrium and transport. Each of these topics is fundamentally affected by the absence of symmetry in the magnetic field: the field lines need not trace out nested flux surfaces, the particle orbits may not be confined, and the cross-field transport can be very large. Nevertheless, by tailoring the magnetic field appropriately, well-behaved equilibria with good confinement can be constructed, potentially offering an attractive route to magnetic fusion. In this article, the mathematical apparatus to describe stellarator plasmas is developed from first principles and basic elements underlying confinement optimization are introduced.