In the beginning of the 1970's, Wilson developed the concept of a fully non-perturbative renormalization group transformation. Applied to the Kondo problem, this numerical renormalization group method (NRG) gave for the first time the full crossover from the high-temperature phase of a free spin to the low-temperature phase of a completely screened spin. The NRG has been later generalized to a variety of quantum impurity problems. The purpose of this talk is to give a brief introduction to the NRG method, and to present some of the recent applications of the method, in particular impurity models with a coupling to bosonic baths.