The literature on natural bundles and natural operators in differential geometry, was until now, scattered in the mathematical journal literature. This book is the first monograph on the subject, collecting this material in a unified presentation. The book begins with an introduction to differential geometry stressing naturality and functionality, and the general theory of connections on arbitrary fibered manifolds. The functional approach to classical natural bundles is extended to a large class of geometrically interesting categories. Several methods of finding all natural operators are given and these are identified for many concrete geometric problems. After reduction each problem to a finite order setting, the remaining discussion is based on properties of jet spaces, and the basic structures from the theory of jets are therefore described here too in a self-contained manner. The relations of these geometric problems to corresponding questions in mathematical physics are brought out in several places in the book, and it closes with a very comprehensive bibliography of over 300 items. This book is a timely addition to literature filling the gap that existed here and will be a standard reference on natural operators for the next few years.