Introduction.- Some aspects of the spectral theory of unbounded operators.- Jacobi matrices and the classical moment problem.- The strong moment problem.- Block Jacobi type matrices in the complex moment problem.- Unitary block Jacobi type matrices and the trigonometric moment problem.- Block Jacobi type matrices and the complex moment problem in the exponential form.- Block Jacobi type matrices and the two dimensional real moment problem.- Applications of the spectral theory of Jacobi matrices and their generalizations to the integration of nonlinear equations.