Neutron stars are natural physical laboratories allowing us to study a plethora of phenomena in extreme conditions. In particular, these compact objects can have very strong magnetic fields with non-trivial origin and evolution. In many respects its magnetic field determines the appearance of a neutron star. Thus, understanding the field properties is important for interpretation of observational data. Complementing this, observations of diverse kinds of neutron stars enable us to probe parameters of electro-dynamical processes at scales unavailable in terrestrial laboratories. In this review we first briefly describe theoretical models of formation and evolution of magnetic field of neutron stars, paying special attention to field decay processes. Then we present important observational results related to field properties of different types of compact objects: magnetars, cooling neutron stars, radio pulsars, sources in binary systems. After that, we discuss which observations can shed light on obscure characteristics of neutron star magnetic fields and their behaviour. We end the review with a subjective list of open problems.
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