Glasses are disordered solids composed of atoms, molecules, polymers or colloids etc. Glasses are ubiquitous in daily life and have broad applications in industry. However, the theoretical understanding of glassy materials, especially the glass transition, remains a highly controversial area in physics. Colloidal particles in liquid suspensions can form various phases such as crystals, liquids, and glasses. Micrometer-sized colloidal particles can be directly observed even inside the three-dimensional bulk phase using optical microscopy and their Brownian motions can be tracked by image analysis. Such dynamics of individual particles in bulk can hardly be measured in atomic or molecular systems. Here we review the studies of glasses using colloidal model systems. We mainly focus on the transition from supercool liquid to glass, and briefly discuss the crossover between glass and other disordered or partially disordered states such as polycrystals, gels, and vapors.