We review the present status of the search for a phase transition and critical point as well as anomalous transport phenomena in Quantum Chromodynamics (QCD), with an emphasis on the Beam Energy Scan program at the Relativistic Heavy Ion Collider at Brookhaven National Laboratory. We present the conceptual framework and discuss the observables deemed most sensitive to a phase transition, QCD critical point, and anomalous transport, focusing on fluctuation and correlation measurements. Selected experimental results for these observables together with those characterizing the global properties of the systems created in heavy ion collisions are presented. We then discuss what can be already learned from the currently available data about the QCD critical point and anomalous transport as well as what additional measurements and theoretical developments are needed in order to discover these phenomena.