This book gives an overview of research in the topology and geometry of intersections of quadrics in $\mathbb{R}^n$, with a focus on intersections of concentric ellipsoids and related spaces. Unifying and organizing material previously spread over many articles, it also contains new results. The first part provides very detailed foundations of a wide-ranging theory that could be useful for future developments. It includes chapters on general intersections of quadrics, operations on them, and intersections of concentric and coaxial quadrics. Moving from the general to the specific, the second part focuses on a topological description of transverse intersections of concentric ellipsoids, including a complete description of the case of three ellipsoids, and of some large families of more than three of them. The third part looks at relations to other areas of mathematics such as dynamical systems, complex geometry, contact and symplectic geometry, and other applications. An appendix gathers some technical items and also gives an account of the origins, motivations and progression of the subject, including historical recollections of the author, who has been central to its development.