The last decade or so has seen a flurry of activity concerning fluctuation relations; statements about the likely thermomechanical behaviour of small systems. They involve concepts such as applied work, the transfer of heat, changes in free energy, and most intriguingly of all, the generation of entropy. They are valid away from the thermodynamic limit of large systems, and out of thermal equilibrium, allowing insight into the irreversible dynamics of thermodynamic systems, large and small. In this talk I shall review the derivation of several fluctuation relations, including the Jarzynski equality and Crooks relation, using the methods of stochastic thermodynamics. The plethora of relations arises when systems held under different constraints are considered. I shall give examples of various cases, and finish with a consideration of Sagawa and Ueda's extension to the Jarzynski equality. This brings the concept of information acquired by measurement into the discussion, and provides an explicit and beguiling connection between information and thermodynamic entropy.