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A topical review of numerical and experimental studies of supercontinuum generation in photonic crystal fiber is presented over the full range of experimentally reported parameters, from the femtosecond to the continuous-wave regime. Results from numerical simulations are used to discuss the temporal and spectral characteristics of the supercontinuum, and to interpret the physics of the underlying spectral broadening processes. Particular attention is given to the case of supercontinuum generation seeded by femtosecond pulses in the anomalous group velocity dispersion regime of photonic crystal fiber, where the processes of soliton fission, stimulated Raman scattering, and dispersive wave generation are reviewed in detail. The corresponding intensity and phase stability properties of the supercontinuum spectra generated under different conditions are also discussed.