The kinetic theory of gases and plasmas is based on four fundamental equations: The Vlasov-, the Boltzmann-, the Landau-, and the Balescu-Lenard equations. The mathematical theory is concerned with the properties of these PDEs, as well as with their derivation from particle systems. We present new results on screening effects in the Vlasov-Poisson equation, on the validation problem of the Boltzmann- and Landau equations, and on the well-posedness of the Balescu-Lenard equation. Furthermore, we discuss open problems and research perspectives.