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In this paper, we study combinatorial and structural properties of a new class of finite and infinite words that are 'rich' in palindromes in the utmost sense. A characteristic property of so-called "rich words" is that all complete returns to any palindromic factor are themselves palindromes. These words encompass the well-known episturmian words, originally introduced by the second author together with X. Droubay and G. Pirillo in 2001. Other examples of rich words have appeared in many different contexts. Here we present the first unified approach to the study of this intriguing family of words. Amongst our main results, we give an explicit description of the periodic rich infinite words and show that the recurrent balanced rich infinite words coincide with the balanced episturmian words. We also consider two wider classes of infinite words, namely "weakly rich words" and almost rich words (both strictly contain all rich words, but neither one is contained in the other). In particular, we classify all recurrent balanced weakly rich words. As a consequence, we show that any such word on at least three letters is necessarily episturmian; hence weakly rich w
preprint / 2008