We review the development of dust science from the first ground-based astronomical observations of dust in space to compositional analysis of individual dust particles and their source objects. A multitude of observational techniques is available for the scientific study of space dust: from meteors and interplanetary dust particles collected in the upper atmosphere to dust analyzed in situ or returned to Earth. In situ dust detectors have been developed from simple dust impact detectors determining the dust hazard in Earth orbit to dust telescopes capable of providing compositional analysis and accurate trajectory determination of individual dust particles in space. The concept of Dust Astronomy has been developed, recognizing that dust particles, like photons, carry information from remote sites in space and time. From knowledge of the dust particles birthplace and their bulk properties, we learn about the remote environment out of which the particles were formed. Dust Observatory missions like Cassini, Stardust, and Rosetta study Saturns satellites and rings and the dust environments of comet Wild 2 and comet Churyumov-Gerasimenko, respectively. Supplemented by simulations of dusty processes in the laboratory we are beginning to understand the dusty environments in space.