In complex systems with many degrees of freedom such as peptides and proteins, there exists a huge number of local-minimum-energy states. Conventional simulations in the canonical ensemble are of little use, because they tend to get trapped in states of these energy local minima. A simulation in generalized ensemble performs a random walk in potential energy space and can overcome this difficulty. From only one simulation run, one can obtain canonical-ensemble averages of physical quantities as functions of temperature by the single-histogram and/or multiple-histogram reweighting techniques. In this article we review uses of the generalized-ensemble algorithms in biomolecular systems. Three well-known methods, namely, multicanonical algorithm, simulated tempering, and replica-exchange method, are described first. Both Monte Carlo and molecular dynamics versions of the algorithms are given. We then present three new generalized-ensemble algorithms that combine the merits of the above methods. The effectiveness of the methods for molecular simulations in the protein folding problem is tested with short peptide systems.