We discuss possible variations of the effective gravitational constant with length scale, predicted by most of alternative theories of gravity and unified models of physical interactions. After giving a brief general exposition, we review in more detail the predicted corrections to Newton's law of gravity in diverse brane world models. We consider various configurations in 5 dimensions (flat, de Sitter and AdS branes in Einstein and Einstein-Gauss-Bonnet theories, with and without induced gravity and possible incomplete graviton localization), 5D multi-brane systems and some models in higher dimensions. A common feature of all models considered is the existence of corrections to Newton's law at small radii comparable with the bulk characteristic length: at such radii, gravity on the brane becomes effectively multidimensional. Many models contain superlight perturbation modes, which modify gravity at large scale and may be important for astrophysics and cosmology.