We give a review of results proved and published mostly in recent years, concerning real-valued convex functions as well as almost convex functions defined on a (not necessarily convex) subset of a group. Analogues of such classical results as the theorems of Jensen, Bernstein-Doetsch, Blumberg-Sierpiński, Ostrowski, and Mehdi are presented. A version of the Hahn-Banach theorem with a convex control function is proved, too. We also study some questions specific for the group setting, for instance the problem of the extendibility of a convex function from a subgroup to the whole group. What concerns almost convexity we present an abstract version of Kuczma's theorem. We sketch also some possible applications in improving regularity of solutions of a difference equation and in integer programming. The first appears, among others, in probability while determining weak generalized stable distributions, whereas the second is important in economics.