Nearly 30 years ago, two-photon interference was observed, marking the beginning of a new quantum era. Indeed, two-photon interference has no classical analogue, giving it a distinct advantage for a range of applications. The peculiarities of quantum physics may now be used to our advantage to outperform classical computations, securely communicate information, simulate highly complex physical systems and increase the sensitivity of precise measurements. This separation from classical to quantum physics has motivated physicists to study two-particle interference for both fermionic and bosonic quantum objects. So far, two-particle interference has been observed with massive particles, among others, such as electrons and atoms, in addition to plasmons, demonstrating the extent of this effect to larger and more complex quantum systems. A wide array of novel applications to this quantum effect is to be expected in the future. This review will thus cover the progress and applications of two-photon (two-particle) interference over the last three decades.