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Compared with neurons, little information is available on autophagy in glia, but it is paramount for glia to perform their critical responses to nervous system disease and injury, including active tissue remodeling and phagocytosis. In myelinating glia, autophagy has expanded roles, particularly in phagocytosis of mature myelin and in generating the vast amounts of membrane proteins and lipids that must be transported to form new myelin. Notably, autophagy plays important roles in removing excess cytoplasm to promote myelin compaction and development of oligodendrocytes, as well as in remyelination by Schwann cells after nerve trauma. This review summarizes the cell biology of autophagy, detailing the major pathways and proteins involved, as well as the roles of autophagy in Schwann cells and oligodendrocytes in development, plasticity, and diseases in which myelin is affected. 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