Quantum dots are nanostructures made of semiconducting materials that are engineered to hold a small amount of electric charge (a few electrons) that is controlled by external gate and may hence be considered as tunable artificial atoms. A quantum dot may be contacted by conductive leads to become the active part of a single-electron transistor, a device that is highly conductive only at very specific gate voltages. In recent years a significant attention has been given to more complex hybrid devices, in particular superconductor-semiconductor heterostructures. Here I review the theoretical and experimental studies of small quantum-dot devices contacted by one or several superconducting leads. I focus on the research on the low-lying localized electronic excitations that exist inside the superconducting gap (Yu-Shiba-Rusinov states) and determine the transport properties of these devices. The sub-gap states can be accurately simulated using the numerical renormalization group technique, often providing full quantitative understanding of the observed phenomena.