Modern comprehensive introduction and overview of the physics of White Dwarfs, Neutron Stars and Black Holes, including all relevant observations. Contains a basic introduction to General Relativity, including the modern 3+1 split of spacetime and of Einstein's equations. The split is used for the first time to derive the structure equations for rapidly rotating neutron stars and Black Holes. Detailed discussions and derivations of current theoretical results. In particular also the most recent equations of state for neutron star matter are explained. Topics , such as colour superconductivity are discussed and used for modelling. A book for graduate students and researchers. Contains exercises and some solutions.