In this article, the effects of size and confinement at the nanometre size scale on both the melting temperature, Tm, and the glass transition temperature, Tg, are reviewed. Although there is an accepted thermodynamic model (the Gibbs-Thomson equation) for explaining the shift in the first-order transition, Tm, for confined materials, the depression of the melting point is still not fully understood and clearly requires further investigation. However, the main thrust of the work is a review of the field of confinement and size effects on the glass transition temperature. We present in detail the dynamic, thermodynamic and pseudo-thermodynamic measurements reported for the glass transition in confined geometries for both small molecules confined in nanopores and for ultrathinpolymer films. We survey the observations that show that the glass transition temperature decreases, increases, remains the same or even disappears depending upon details of the experimental (or molecular simulation) conditions. Indeed, different behaviours have been observed for the same material depending on the experimental methods used. It seems that the existing theories of Tg are unable to explain the range of behaviours seen at the nanometre size scale, in part because the glass transition phenomenon itself is not fully understood. Importantly, here we conclude that the vast majority of the experiments have been carried out carefully and the results are reproducible. What is currently lacking appears to be an overall view, which accounts for the range of observations. The field seems to be experimentally and empirically driven rather than responding to major theoretical developments.