In the light of the duality between physics in the bulk of anti-de Sitter
space and a conformal field theory on the boundary, we review the M2, D3 and M5
branes and how their near-horizon geometry yields the compactification of D=11
supergravity on S^{7}, Type IIB supergravity on S^{5} and D=11 supergravity on
S^{4}, respectively. We discuss the ``Membrane at the End of the Universe''
idea and its relation to the corresponding superconformal singleton theories
that live on the boundary of the AdS_{4}, AdS_{5} and AdS_{7} vacua. The
massless sectors of these compactifications are described by the maximally
supersymmetric D=4, D=5 and D=7 gauged supergravities. We construct the
non-linear Kaluza-Klein ans\"atze describing the embeddings of the U(1)^4,
U(1)^3 and U(1)^2 truncations of these supergravities, which admit 4-charge
AdS_{4}, 3-charge AdS_{5} and 2-charge AdS_{7} black hole solutions. These
enable us to embed the black hole solutions back in ten and eleven dimensions
and reinterpret them as M2, D3 and M5 branes spinning in the transverse
dimensions with the black hole charges given by the angular momenta of the
branes. A comprehensive Appendix lists the field equations, symmetries and
transformation rules of D=11 supergravity, Type IIB supergravity, and the M2,
D3 and M5 branes.