Hyper-Kähler manifolds are rigid geometric structures. They have three different symplectic and complex structures, in direct analogy with the quaternions. Being Ricci-flat, they solve the vacuum Einstein equations, and so there has been considerable interest among physicists to explicitly construct such spaces. We will discuss in detail the examples arising from the Gibbons-Hawking ansatz. These give concrete descriptions of the metric, giving many examples to work with. They also lead to the generalised classification as hyper-Kähler quotients by P.B. Kronheimer, with one such space for each finite subgroup of SU(2). Finally, we will look at the McKay correspondence, relating the finite subgroups of SU(2) with the simple Lie algebras of type A,D,E.
