The study of dilepton and direct photon emission was one of the main topics of the experimental program at the SPS devoted to the search of signals for QGP formation. Three generations of experiments, Helios-3, NA38/NA50, CERES and NA60 measured e+e- or mu+mu- production in various colliding systems and at different energies. While lepton pair production in p-A collisions was found to be reasonably well described by the expected sources, all experiments observed in nuclear collisions an excess of the yield above the extrapolation from p-A. As a result of this joint experimental effort we have currently a large amount of information characterizing this excess: its mass spectrum over the full range from 0.2 GeV/c^2 up to the J/psi, its transverse momentum spectra including their mass dependence, its angular distributions, its dependence on collision centrality over the complete range etc. Putting together all this information leads to the conclusion that what we observe is the long-sought thermal radiation from the fireball.