The present book is an introduction to a new field in applied group analysis. The book deals with symmetries of integro-differential, stochastic, and delay equations that form the basis of a large variety of mathematical models used to describe various phenomena in fluid mechanics, plasma physics, and other fields of nonlinear science. Due to its baffling complexity, the mathematical study of nonlocal equations is far from completion, although the equations have been intensively studied in numerous applications over the last fifty years using both numerical and analytical methods. The principal aim of analytical approaches is to obtain exact solutions, admitted symmetries, conservation laws, and other mathematical properties, which allow one to make sound decisions in more detailed applied investigations. Classical Lie group theory provides a universal tool for calculating symmetry groups.