Quenching a system through a critical point results in departure from equilibrium. Originally suggested by Kibble in the context of cosmology, quenches have many interesting applications in condensed matter and cold atom physics. We expand on Kibble and Zurek's ideas and describe both classical and quantum quenches in a rigorous scaling language. We present results regarding the universality of quenches and suggest a way to classify quench protocols. We then proceed to employ the AdS-CFT correspondence to study quenches in strongly interacting field theories.