Energetic nonthermal particles (cosmic rays, CRs) are accelerated in supernova remnants, relativistic jets and other astrophysical objects. The CR energy density is typically comparable with that of the thermal components and magnetic fields. In this review we discuss mechanisms of magnetic field amplification due to instabilities induced by CRs. We derive CR kinetic and magnetohydrodynamic equations that govern cosmic plasma systems comprising the thermal background plasma, comic rays and fluctuating magnetic fields to study CR-driven instabilities. Both resonant and non-resonant instabilities are reviewed, including the Bell short-wavelength instability, and the firehose instability. Special attention is paid to the longwavelength instabilities driven by the CR current and pressure gradient. The helicity production by the CR current-driven instabilities is discussed in connection with the dynamo mechanisms of cosmic magnetic field amplification.