In a quantum quench, a many-body system is prepared at time t=0 in a state which is typically the ground state of some hamiltonian, but it then evolves for times t>0 with a different hamiltonian. Moreover it evolves by the standard laws of quantum mechanics as an isolated system without any dissipation. Until recently this was a purely theoretical problem but now such protocols can be realised in ultra-cold atoms. I shall describe some of the interesting questions and the theoretical answers which have been emerged from simple models. These center around whether and in what sense the system behaves as though it were at finite temperature, and how this relates to other ideas of thermalization and to quantum entanglement.