Disorder and Critical Phenomena Through Basic Probability Models : École d’Été de Probabilités de Saint Flour XL – 2010 1 Introduction 2 Homogeneous pinning systems: a class of exactly solved models 3 Introduction to disordered pinning models 4 Irrelevant disorder estimates 5 Relevant disorder estimates: the smoothing phenomenon 6 Critical point shift: the fractional moment method 7 The coarse graining procedure 8 Path properties. Understanding the effect of disorder on critical phenomena is a central issue in statistical mechanics. In probabilistic terms: what happens if we perturb a system exhibiting a phase transition by introducing a random environment The physics community has approached this very broad question by aiming at general criteria that tell whether or not the addition of disorder changes the critical properties of a model: some of the predictions are truly striking and mathematically challenging. We approach this domain of ideas by focusing on a specific class of models the pinning models for which a series of recent mathematical works has essentially put all the main predictions of the physics community on firm footing; in some cases mathematicians have even gone beyond settling a number of controversial issues. But the purpose of these notes beyond treating the pinning models in full detail is also to convey the gist or at least the flavor of the overall picture which is in many respects unfamiliar territory for mathematicians.