A number of numerical calculations, like Monte Carlo or transfer matrix calculations, are performed with systems in which the size in several or all dimensions is finite. To extrapolate the results to the infinite system, it is thus necessary to understand how the infinite size limit is reached. In particular in a system in which the forces are short range, no phase transition can occur in a finite volume, or in a geometry in which the size is infinite only in one dimension. This indicates that the infinite-size extrapolation is somewhat non-trivial. In this chapter, the problem is analysed in the case of second-order phase transitions, in the framework of the N-vector model. The existence of a finite-size scaling is established, extending renormalization group (RG) arguments to this new situation. Then, finite volume geometry and cylindrical geometry, in which the size is finite in all dimensions except one, are distinguished. It is explained how to adapt the methods used in the case of infinite systems to calculate the new universal quantities appearing in finite-size effects, for example, in d = 4−ϵ or d = 2+ϵ dimensions. Special properties of the commonly used periodic boundary conditions are emphasized.