We give a review of cosmic ray propagation models. It is shown that the development of the theory of cosmic ray origin leads inevitably to the conclusion that cosmic ray propagation in the Galaxy is determined by effective particle scattering, which is described by spatial diffusion. The Galactic Disk is surrounded by an extended halo, in which cosmic rays are confined before escaping into intergalactic space. For a long time cosmic ray convective outflow from the Galaxy (galactic wind) was believed to be insignificant. However, investigations of hydrodynamic stability and an analysis of ISM dynamics (including cosmic rays) showed that a galactic wind was emanating near the disk, and accelerating towards the halo, reaching its maximum velocity far away from the disk. Therefore convective cosmic ray transport should be important in galactic halos. Recent analysis of the gamma-ray emissivity in the Galactic disk of EGRET data, which showed that cosmic rays are more or less uniformly distributed in the radial direction of the disk, as well as the interpretation of soft X-ray emission in galactic halos, give convincing evidence of the existence of a galactic wind in star forming galaxies.