Current knowledge of the stellar winds and mass loss rates for WR stars is reviewed. Recent IR spectroscopy and reassessments of UV resonance line P Cygni profiles have led to revisions of terminal velocities, with v∞ ≃ 0.75 × previous estimates. Radio and IR (10μm) free-free emission for well-established thermal sources, coupled with recent considerations of the wind ionisation balance and chemistry, leads to WR mass loss rates lying in the range 10-5 − 10-4 M⊙ yr–1. This scale is confirmed by independent analyses of optical polarisation modulation in WR+O binaries. No significant differences are apparent between the mean mass loss rates of: (a) single and binary WR stars; (b) WN and WC stars, and (c) the WN and WC subclasses. The overall mean WR mass loss rate is ~ 5 × 10-5 M⊙ yr–1. Although WR radiative luminosities are uncertain, there may be a rough scaling of MWR with L∗, with a spread of up to an order of magnitude at a given L∗. WR winds have the highest momenta of the hot luminous stars, with values of M v∞ c/L∗ in the range 1-30 (WN7,8 and WC9 stars may lie near the lower bound). An additional mechanism to radiation pressure may be required to initiate the high WR mass loss, although thereafter the winds may be radiatively accelerated. Intrinsic variability in optical light, polarisation and emission lines, and in UV P Cygni profiles, indicate significant instability in the WR winds. For extragalactic WR stars in the Local Group, optical line strengths and widths do not suggest substantial differences in wind velocities and mass loss rates of subtypes compared to galactic counterparts.