Extending planar two-dimensional structures into the three-dimensional space has become a general trend in multiple disciplines, including electronics, photonics, plasmonics and magnetics. This approach provides means to modify conventional or to launch novel functionalities by tailoring the geometry of an object, e.g. its local curvature. In a generic electronic system, curvature results in the appearance of scalar and vector geometric potentials inducing anisotropic and chiral effects. In the specific case of magnetism, even in the simplest case of a curved anisotropic Heisenberg magnet, the curvilinear geometry manifests two exchange-driven interactions, namely effective anisotropy and antisymmetric exchange, i.e. Dzyaloshinskii-Moriya-like interaction. As a consequence, a family of novel curvature-driven effects emerges, which includes magnetochiral effects and topologically induced magnetization patterning, resulting in theoretically predicted unlimited domain wall velocities, chirality symmetry breaking and Cherenkov-like effects for magnons. The broad range of altered physical properties makes these curved architectures appealing in view of fundamental research on e.g. skyrmionic systems, magnonic crystals or exotic spin configurations. In addition to these rich physics, the application potential of three-dimensionally shaped objects is currently being explored as magnetic field sensorics for magnetofluidic applications, spin-wave filters, advanced magneto-encephalography devices for diagnosis of epilepsy or for energy-efficient racetrack memory devices. These recent developments ranging from theoretical predictions over fabrication of three-dimensionally curved magnetic thin films, hollow cylinders or wires, to their characterization using integral means as well as the development of advanced tomography approaches are in the focus of this review.