The codification in higher dimensional Hilbert Spaces (whose logical basis states are dubbed qudits in analogy with bidimensional qubits) presents various advantages both for Quantum Information applications and for studies on Foundations of Quantum Mechanics. Purpose of this review is to introduce qudits, to summarize their application to Quantum Communication and researches on Local Realism and, finally, to describe some recent experiment for realizing them. A Little more in details: after a short introduction, we will consider the advantages of testing local realism with qudits, discussing both the 3–4 dimensional case (both for maximally and non-maximally entanglement) and then the extension to an arbitrary dimension. Afterwards, we will discuss the theoretical results on using qudits for quantum communication, epitomizing the outcomes on a larger security in Quantum Key Distribution protocols (again considering separately qutrits, ququats and generalization to arbitrary dimension). Finally, we will present the experiments performed up to now for producing quantum optical qudits and their applications. In particular, we will mention schemes based on interferometric set-ups, orbital angular momentum entanglement and biphoton polarization. Finally, we will summarize what hyperentanglement is and its applications.