Micro-randomized trials are trials in which individuals are randomized 100's or 1000's of times over the course of the study. The goal of these trials is to assess the impact of momentary interventions, e.g. interventions that are intended to impact behavior over small time intervals. We discuss the design and analysis of these types of trials with a focus on their use in developing "Just-In-Time Adaptive Interventions" in mobile health.