This tutorial provides a comprehensive and comparative overview of a broad range of state-of-the-art algorithms for finding outliers in massive data sets. It sketches important applications of the introduced methods, and presents a taxonomy of existing approaches. In addition, relationships between the algorithmic approaches of each category of the taxonomy are discussed. Last but not least, at least one algorithm of each category is used for an empirical evaluation of the different approaches for outlier detection. The intended audience of this tutorial ranges from novice researchers to advanced experts as well as practitioners from any application domain where outlier detection methods are required.