This volume deals with the theory and applications of integral transforms and convolutions of certain classes of integral, integrodifferential equations, and operational calculus. An extensive discussion is presented, based on the universal hypergeometric approach, i.e. many constructions of convolution and integral transforms are obtained using the theory of Mellin--Barnes integrals and the Mellin transforms of hypergeometric type functions. This approach is spread on so-called index transforms, in which the Kontorovich--Lebedev and the Mehler--Fock transforms play a very important part. The general constructions of index transforms are given and application to the evaluation of improper integral with respect to a parameter of special function (index) is considered. The operational calculus for general integrodifferential operators is constructed for both new types of convolutions. The book is self-contained, and includes a list of symbols with definitions, author and subject indices, and an up-to-date bibliography. This work will be of interest to researchers and graduate students in the mathematical and physical sciences whose work involves integral transforms and convolutions.