Advancements in physics are often motivated/accompanied by advancements in our precision measurements abilities. The current generation of atomic and optical interferometers is limited by shot noise, a fundamental limit when estimating a phase shift with classical light or uncorrelated atoms. In the last years, it has been clarified that the creation of special quantum correlations among particles, which will be called here “useful entanglement”, can strongly enhance the interferometric sensitivity. Pioneer experiments have already demonstrated the basic principles. We are probably at the verge of a second quantum revolution where quantum mechanics of many-body systems is exploited to overcome the limitations of classical technologies. This review illustrates the deep connection between entanglement and sub shot noise sensitivity.