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is a survey based on the talks given by the author at the Trondheim Conference in 1996. The paper is divided into three sections. The first section is aimed to show that infinite-dimensional modules occur naturally in the study of finite-dimensional algebras. This fact is illustrated by various examples and constructions: Kronecker modules, endofinite modules, tree modules, modules arising as limits of direct or inverse systems. Section 2 outlines a general theory of infinite-dimensional modules, with an emphasis on the concept of purity in connection with the model theory of modules. This theory leads to interesting results on algebraically compact modules and the Ziegler spectrum. In the last section applications of the general theory are given. The reader can find here classification of algebraically compact modules over a tame hereditary algebra, as well as various results on general tame and general hereditary algebras. The paper includes two original results on tree modules and on generic functors, and also proofs of several other results. 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