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A review of wind accretion in high-mass X-ray binaries is presented. We focus attention to different regimes of quasi-spherical accretion onto the neutron star: the supersonic (Bondi) accretion, which takes place when the matter cools down rapidly and falls supersonically toward NS magnetospghere, and subsonic (settling) accretion which occurs when plasma remains hot until it meets the magnetospheric boundary. Two regimes of accretion are separated by an X-ray luminosity of about $4$x$10^{36}$~erg/s. In the subsonic case, which sets in at low luminosities, a hot quasi-spherical shell must be formed around the magnetosphere, and the actual accretion rate onto NS is determined by the ability of the plasma to enter the magnetosphere due to Rayleigh-Taylor instability. In turn, two regimes of subsonic accretion are possible, depending on plasma cooling mechanism (Compton or radiative) near the magnetopshere. The transition from the igh-luminosity ($\gtrsim 3$x$ 10^{35}$ erg/s) Compton cooling to the low-luminosity ( $\lesssim 3$x$10^{35}$ erg/s) radiative cooling can be responsible for the onset of the `off' states repeatedly observed in several low-luminosity slowly accreting pulsars, such as Vela X-1, GX 301-2 and 4U 1907+09. The triggering of the transition may be due to a switch in the X-ray beam pattern in response to a change in the optical depth in the accretion column with changing luminosity. The model can explain the phenomenon of SFXT: the small accretion rates at low states ($\sim 10^{34}$ erg/s) is due to inefficiency of radiative plasma cooling, and the transition to flaring activity can be due to magnetic fields in stellar wind of O-B supergiant companions, which reconnect at magnetospheric boundary and enhance the plasma entry rate in magnetopshere.