The main objective of this short book is to review the analysis of cross-over trials, with special emphasis on animal behavior experiments; this is a "commented and expanded guide to the literature". This book should be of immediate and practical use for behaviorists and statistical consultants working with behaviorists, but also to users of cross-over trials in other disciplines. I review and show the connections among different methods that have appeared recently in the statistical literature and are particularly relevant to behavior researchers, but I also discuss more traditional approaches. Small sample sizes, blocking, and among-subject treatments are all relevant to animal behavior experiments and are considered throughout the paper, and I also emphasize randomization and permutation tests. I concentrate on methods that are available in major statistical packages (specially R, S-Plus and SAS), or that can be implemented with a minimum amount of code writing. I group methods of analysis according to the type of response variable: non-parametric and robust methods for metric responses, parametric methods for metric responses ---linear mixed-effects models---, models for categorical responses both non-parametric and parametric ---extensions of generalized linear models---, censored observations ---survival analysis--, and multivariate responses. Within-individual contrasts are explained in detail early on, as they are the basis of many different methods.