A number of astronomical systems have been discovered that generate collimated flows of plasma with velocities close to the speed of light. In all cases, the central object is probably a neutron star or black hole and is either accreting material from other stars or is in the initial violent stages of formation. Supercomputer simulations of the production of relativistic jets have been based on a magnetohydrodynamic model, in which differential rotation in the system creates a magnetic coil that simultaneously expels and pinches some of the infalling material. The model may explain the basic features of observed jets, including their speed and amount of collimation, and some of the details in the behavior and statistics of different jet-producing sources.