State of a compressible flow is changed by arrival of various waves of finite speed. Study of waves in the compressible flow is therefore of foremost importance. Thermodynamics and conservation Laws are first presented. Isentropic flow, quasi one-dimensional nozzle flow, normal shock wave, oblique shock wave, Prandtl-Meyer expansion waves are discussed. Gas flow affected by the wall friction (Fanno flow) and heat transfer (Rayleigh flow) is formulated. Unsteady shock waves and shock tube problems are discussed. Computer program for the general one-dimensional gas dynamic flow is tested.