The temperature of a physical system is operationally defined in physics as “that quantity which is measured by a thermometer” weakly coupled to, and at equilibrium with the system. This definition is unique only at global equilibrium in view of the zeroth law of thermodynamics: when the system and the thermometer have reached equilibrium, the “thermometer degrees of freedom” can be traced out and the temperature read by the thermometer can be uniquely assigned to the system. Unfortunately, such a procedure cannot be straightforwardly extended to a system out of equilibrium, where local excitations may be spatially inhomogeneous and the zeroth law of thermodynamics does not hold. With the advent of several experimental techniques that attempt to extract a single parameter characterizing the degree of local excitations of a (mesoscopic or nanoscale) system out of equilibrium, this issue is making a strong comeback to the forefront of research. In this paper, we will review the difficulties to define a unique temperature out of equilibrium, the majority of definitions that have been proposed so far, and discuss both their advantages and limitations. We will then examine a variety of experimental techniques developed for measuring the non-equilibrium local temperatures under various conditions. Finally we will discuss the physical implications of the notion of local temperature, and present the practical applications of such a concept in a variety of nanosystems out of equilibrium.