Four lectures on the gauge/gravity correspondence

We review in a pedagogical manner some of the efforts aimed at extending the gauge/gravity correspondence to nonconformal supersymmetric gauge theories in four dimensions. After giving a general overview, we discuss in detail two specific examples: fractional D-branes on orbifolds and D-branes wrapped on supersymmetric cycles of Calabi-Yau spaces. We explore in particular which gauge theory information can be extracted from the corresponding supergravity solutions, and what the remaining open problems are. We also briefly explain the connection between these and other approaches, such as fractional branes on conifolds, branes suspended between branes, M5-branes on Riemann surfaces and M-theory on G2-holonomy manifolds, and discuss the role played by geometric transitions in all that.