The concept of the photon, central to Einstein's explanation of the photoelectric effect, is exactly 100 years old. Yet, while photons have been detected individually for more than 50 years, devices producing individual photons on demand have only appeared in the last few years. New concepts for single-photon sources, or 'photon guns', have originated from recent progress in the optical detection, characterization and manipulation of single quantum objects. Single emitters usually deliver photons one at a time. This so-called antibunching of emitted photons can arise from various mechanisms, but ensures that the probability of obtaining two or more photons at the same time remains negligible. We briefly recall basic concepts in quantum optics and discuss potential applications of single-photon states to optical processing of quantum information: cryptography, computing and communication. A photon gun's properties are significantly improved by coupling it to a resonant cavity mode, either in the Purcell or strong-coupling regimes. We briefly recall early production of single photons with atomic beams, and the operation principles of macroscopic parametric sources, which are used in an overwhelming majority of quantum-optical experiments. We then review the photophysical and spectroscopic properties and compare the advantages and weaknesses of various single nanometre-scale objects used as single-photon sources: atoms or ions in the gas phase and, in condensed matter, organic molecules, defect centres, semiconductor nanocrystals and heterostructures. As new generations of sources are developed, coupling to cavities and nano-fabrication techniques lead to improved characteristics, delivery rates and spectral ranges. Judging from the brisk pace of recent progress, we expect single photons to soon proceed from demonstrations to applications and to bring with them the first practical uses of quantum information.