The event-by-event analysis of high energy nuclear collisions aims at revealing the richness of the underlying event structures and provide unique measures of dynamical fluctuations associated with QGP phase transition. The major challenge in these studies is to separate the dynamical fluctuations from the many other sources which contribute to the measured values. We present the fluctuations in terms of event multiplicity, mean transverse momentum, elliptic flow, source sizes, particle ratios and net charge distributions. In addition, we discuss the effect of long range correlations, disoriented chiral condensates and presence of jets. A brief review of various probes used for fluctuation studies and available experimental results are presented.
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