Anomalous magnetic and electronic properties of the half-metallic ferromagnets (HMF) have been discussed. The general conception of the HMF electronic structure which take into account the most important correlation effects from electron-magnon interactions, in particular, the spin-polaron effects, is presented. Special attention is paid to the so called non-quasiparticle (NQP) or incoherent states which are present in the gap near the Fermi level and can give considerable contributions to thermodynamic and transport properties. Prospects of experimental observation of the NQP states in core-level spectroscopy is discussed. Special features of transport properties of the HMF which are connected with the absence of one-magnon spin-flip scattering processes are investigated. The temperature and magnetic field dependences of resistivity in various regimes are calculated. It is shown that the NQP states can give a dominate contribution to the temperature dependence of the impurity-induced resistivity and in the tunnel junction conductivity. First principle calculations of the NQP-states for the prototype half-metallic material NiMnSb within the local-density approximation plus dynamical mean field theory (LDA+DMFT) are presented.