This review is devoted to the problem of thermalization in a small isolated conglomerate of interacting constituents. A variety of physically important systems of intensive current interest belong to this category: complex atoms, molecules (including biological molecules), nuclei, small devices of condensed matter and quantum optics on nano- and micro-scale, cold atoms in optical lattices, ion traps. Physical implementations of quantum computers, where there are many interacting qubits, also fall into this group. Statistical regularities come into play through inter-particle interactions, which have two fundamental components: mean field, that along with external conditions, forms the regular component of the dynamics, and residual interact...