Systems with interfaces are abundant in both technological applications and biology. While a fluid interface separates two fluids, membranes separate the inside of vesicles from the outside, the interior of biological cells from the environment, and compartmentalize cells into organelles. The physical properties of interfaces are characterized by interface tension, those of membranes are characterized by bending and stretching elasticity. Amphiphilic molecules like surfactants that are added to a system with two immiscible fluids decrease the interface tension and induce a bending rigidity. Lipid bilayer membranes of vesicles can be stretched or compressed by osmotic pressure; in biological cells, also the presence of a cytoskeleton can induce membrane tension. If the thickness of the interface or the membrane is small compared with its lateral extension, both can be described using two-dimensional mathematical surfaces embedded in three-dimensional space. We review recent work on the interaction of particles with interfaces and membranes. This can be micrometer-sized particles at interfaces that stabilise emulsions or form colloidosomes, as well as typically nanometer-sized particles at membranes, such as viruses, parasites, and engineered drug delivery systems. In both cases, we first discuss the interaction of single particles with interfaces and membranes, e.g. particles in external fields, non-spherical particles, and particles at curved interfaces, followed by interface-mediated interaction between two particles, many-particle interactions, interface and membrane curvature-induced phenomena, and applications.