Over the last decade, systems of individually-controlled neutral atoms, interacting with each other when excited to Rydberg states, have emerged as a promising platform for quantum simulation of many-body problems, in particular spin systems. Here, we review the techniques underlying quantum gas microscopes and arrays of optical tweezers used in these experiments, explain how the different types of interactions between Rydberg atoms allow a natural mapping onto various quantum spin models, and describe recent results that were obtained with this platform to study quantum many-body physics.