This work consists of two courses on the moduli spaces of vector bundles. The first part tackles the classification of vector bundles on algebraic curves. The construction and elementary properties of the moduli spaces of stable bundles are also discussed. In particular, Hilbert-Grothendieck schemes of vector bundles are constructed, and Mumford's geometric invariant theory is succinctly treated. The second part centres on the structure of the moduli space of semi-stable sheaves on the projective plane. Existence conditions for sheaves of given rank and Chern Class and construction ideas are sketched in the general context of projective algebraic surfaces. Professor Le Potier has provided a treatment of vector bundles that will be welcomed by experienced algebraic geometers and novices alike.