All-order extensions of relativistic atomic many-body perturbation theory are described and applied to predict properties of heavy atoms. Limitations of relativistic many-body perturbation theory are first discussed and the need for all-order calculations is established. An account is then given of relativistic all-order calculations based on a linearized version of the coupled-cluster expansion. This account is followed by a review of applications to energies, transition matrix elements, and hyperfine constants. The need for extensions of the linearized coupled-cluster method is discussed in light of accuracy limits, the availability of new computational resources, and precise modern experiments. For monovalent atoms, calculations that include nonlinear terms and triple excitations in the coupled-cluster expansion are described. For divalent atoms, results from second-and third-order perturbation theory calculations are given, along with results from configuration-interaction calculations and mixed configuration interaction-many-body perturbation theory calculations. Finally, applications of all-order methods to atomic parity nonconservation, polarizabilities, C 3 and C 6 coefficients, and isotope shifts are given.