Plasmon in graphene possesses many unique properties. It originates from the collective motion of massless Dirac fermions, and the carrier density dependence is distinctively different from conventional plasmons. In addition, graphene plasmon is highly tunable and shows strong energy confinement capability. Most intriguingly, as an atom-thin layer, graphene and its plasmon are very sensitive to the immediate environment. Graphene plasmons strongly couple to polar phonons of the substrate, molecular vibrations of the adsorbates, and lattice vibrations of other atomically thin layers. In this review, we present the most important advances in graphene plasmonics field. The topics include terahertz plasmons, mid-infrared plasmons, plasmon-phonon interactions, and potential applications. Graphene plasmonics opens an avenue for reconfigurable metamaterials and metasurfaces; it is an exciting and promising new subject in the nanophotonics and plasmonics research field.