Relativistic jets of active galactic nuclei have been known to exist for 100 years. Blazars with their jet pointing close to our line of sight are some of the most variable and extreme objects in the universe, showing emission from radio to very-high-energy gamma rays. In this review, we cover relativistic jets of blazars from an observational perspective with the main goal of discussing how observations can be used to constrain theoretical models. We cover a range of topics from multiwavelength observations to imaging of jets with a special emphasis on current open questions in the field.