A brief review is given of some results of our work on the construction of (I) steady and (II) time-dependent MHD models for nonrelativistic and relativistic astrophysical outflows and jets, analytically and numerically. The only available exact solutions for MHD outflows are those in separable coordinates, i.e., with the symmetry of radial or meridional self-similarity. Physically accepted solutions pass from the fast magnetosonic separatrix surface in order to satisfy MHD causality. An energetic criterion is outlined for selecting radially expanding winds from cylindrically expanding jets. Numerical simulations of magnetic self-collimation verify the conclusions of analytical steady solutions. We also propose a two-component model consisting of a wind outflow from a central object and a faster rotating outflow launched from a surrounding accretion disk which plays the role of the flow collimator. We also discuss the problem of shock formation during the magnetic collimation of wind-type outflows into jets.