The statistical description of a hot, magnetized, classical plasma is reviewed. The latter represents the appropriate model for a fusion plasma in magnetic confinement. Various approaches are presented. We start with the Fokker-Planck equation for Langevin dynamics. It is shown that also a deterministic model leads to characteristic non-equilibrium behaviors in the so called kinetic regime. The Boltzmann equation for dilute gases is presented, and the differences between the kinetic and the hydrodynamic regimes are worked out. In the main part, the consequences of long-range Coulomb interactions are demonstrated. Several plasma-kinetic equations, like for instance the Balescu-Lenard equation, are discussed. Physical consequences from the linearization of the kinetic equations, e.g. collision frequencies and Landau damping, are elucidated. In the final part of the paper the specific reformulations in magnetized plasmas are investigated. The drift-kinetic and the gyrokinetic approaches are presented. The paper is concluded by an outlook on often used truncations.