Selection, the tendency of some traits to become more frequent than others in a population under the influence of some (natural or artificial) agency, is a key component of Darwinian evolution and countless other natural and social phenomena. Yet a general theory of selection, analogous to the Fisher-Tippett-Gnedenko theory of extreme events, is lacking. Here we introduce a probabilistic definition of selection and show that selected values are attracted to a universal family of limiting distributions. The universality classes and scaling exponents are determined by the tail thickness of the random variable under selection. Our results are supported by data from molecular biology, agriculture and sport.