Biological systems offer a great many examples of how sophisticated, highly adapted behavior can emerge from training. Here we discuss how training might be used to impart similarly adaptive properties in physical matter. As a special form of materials processing, training differs in important ways from standard approaches of obtaining sought after material properties. In particular, rather than designing or programming the local configurations and interactions of constituents, training uses externally applied stimuli to evolve material properties. This makes it possible to obtain different functionalities from the same starting material (pluripotency). Furthermore, training evolves a material in situ or under conditions similar to those during the intended use; thus, material performance can improve rather than degrade over time. We discuss requirements for trainability, outline recently developed training strategies for creating soft materials with multiple, targeted and adaptable functionalities, and provide examples where the concept of training has been applied to materials on length scales from the molecular to the macroscopic.