This lecture will present a historical overview of two player zero sum differential games, beginning with the pioneering work of Rufus Isaacs in the 1950s. The theory of viscosity solutions of first order nonlinear PDEs provided a convenient framework for describing differential game value functions. Connections between risk sensitive stochastic control and differential games are reviewed. Finally, recent work on mixed strategy differential games is presented. Such games arise when the Isaac minimax condition does not hold. Of particular interest is a description of saddle points obtained using a class of strategies called approximately Markov.