This is an introductory review about the on-going search for a signal of Lorentz Invariance Violation (LIV) in cosmic rays. We first summarise basic aspects of cosmic rays, focusing on rays of ultra high energy (UHECRs). We discuss the Greisen-Zatsepin-Kuzmin (GZK) energy cutoff for cosmic protons, which is predicted due to photopion production in the Cosmic Microwave Background (CMB). This is a process of modest energy in the proton rest frame. It can be investigated to a high precision in the laboratory, if Lorentz transformations apply even at factors $gamma sim O(10^{11})$. For heavier nuclei the energy attenuation is even faster due to photo-disintegration, again if this process is Lorentz invariant. Hence the viability of Lorentz symmetry up to tremendous gamma-factors - far beyond accelerator tests - is a central issue. Next we comment on conceptual aspects of Lorentz Invariance and the possibility of its spontaneous breaking. This could lead to slightly particle dependent ``Maximal Attainable Velocities. We discuss their effect in decays, Cerenkov radiation, the GZK cutoff and neutrino oscillation in cosmic rays. We also review the search for LIV in cosmic gamma-rays. For multi TeV gamma-rays we possibly encounter another puzzle related to the transparency of the CMB, similar to the GZK cutoff. The photons emitted in a Gamma Ray Burst occur at lower energies, but their very long path provides access to information not far from the Planck scale. No LIV has been observed so far. However, even extremely tiny LIV effects could change the predictions for cosmic ray physics drastically. An Appendix is devoted to the recent hypothesis by the Pierre Auger Collaboration, which identifies nearby Active Galactic Nuclei - or objects next to them - as probable UHECR sources.
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