This is a study of fuzzy measures and fuzzy inte-grals; it presents some of the phenomena wherethey are used. It exposes how the concept of fuzzymeasure is introduced and from it, the notion offuzzy integral is presented. Properties of fuzzymeasures are established and they are classifiedaccording to additive property and λ-measures,while the probability, plausibility, credibility, pos-sibility and necessity measures are observed asclassic examples of the classification completed.The two main fuzzy integrals were analyzed: theSugeno integral and the Choquet integral, giventhe application of these integrals is made on finitesets, a comparison between them for the finitecase is performed using the concept of equiorde-red functions. We present two examples in whichfuzzy measures and fuzzy integrals are used inthe classification of individuals and in qualityassessment. It also describes some phenomenawhere they are applied. Classic measures are usedin certain special cases of uncertainty based onrandomness. The use in certain contexts of fuzzymeasures (non-additive) and fuzzy integrals offera more flexible and realistic focus in modelinguncertainty