We present a theoretical framework for plasma turbulence in astrophysical plasmas (solar wind, interstellar medium, galaxy clusters, accretion disks). The key assumptions are that the turbulence is anisotropic with respect to the mean magnetic field and frequencies are low compared to the ion cyclotron frequency. The energy injected at the outer scale scale has to be converted into heat, which ultimately cannot be done without collisions. A KINETIC CASCADE develops that brings the energy to collisional scales both in space and velocity. Its nature depends on the physics of plasma fluctuations. In each of the physically distinct scale ranges, the kinetic problem is systematically reduced to a more tractable set of equations. In the inertial range above the ion gyroscale, the kinetic cascade splits into a cascade of Alfvenic fluctuations, which are governed by the RMHD equations at both the collisional and collisionless scales, and a passive cascade of compressive fluctuations, which obey a linear kinetic equation along the moving field lines associated with the Alfvenic component. In the dissipation range between the ion and electron gyroscales, there are again two cascades: the kinetic-Alfven-wave (KAW) cascade governed by two fluid-like Electron RMHD equations and a passive phase-space cascade of ion entropy fluctuations. The latter cascade brings the energy of the inertial-range fluctuations that was damped by collisionless wave-particle interaction at the ion gyroscale to collisional scales in the phase space and leads to ion heating. The KAW energy is similarly damped at the electron gyroscale and converted into electron heat. Kolmogorov-style scaling relations are derived for these cascades. Astrophysical and space-physical applications are discussed in detail.