Hardly anything is more important in designing automobiles and other mechanical systems than friction. Not surprisingly, the study of friction and use of lubricants dates back as far as recorded history. The "laws" for static and dynamic friction we teach today date from empirical relationships observed by da Vinci and Amonton centuries ago. However, the molecular origin of these laws has remained a mystery. New experimental techniques and computer simulations allow us to measure and visualize the molecular interactions and motions that give rise to friction. They also reveal some counterintuitive behavior at the molecular scale. For example, solids may slide over each other with less friction than fluids, and fluid films may behave like solids. These studies are beginning to answer the question of where friction comes from. In particular, we show that the presence of adsorbed surface films of hydrocarbons or other "third bodies" between two surfaces provides a natural explanation for the widespread observation of static friction. Moreover, simulations show that surface films give a friction force that satisfies Amontons' law and does not vary substantially with factors that are not controlled in most experiments.