The effect of magnetic resonance in the Faraday-rotation noise, demonstrated for the first time on an atom system more than 40 years ago, laid the foundations of a new research direction, the spin noise spectroscopy, that has been developing extensively in the last 20 years. Currently, the most popular research objects are atom and semiconductor paramagnetic materials, while research subjects are the magnetic resonance spectroscopy, the spin dynamics, the optical spectroscopy, the spectroscopy of light polarization noises. The rapid development of this new research direction laying at the interface between optics and radio spectroscopy continuously extends the field of its applicability and opens new opportunities to use it in the experimental physics. In this article we present a few episodes that are important stages in the spin noise spectroscopy development in the last years. The article was prepared as a report on the XV Russian Conference on the Physics of Semiconductors. Keywords: spin noise spectroscopy, magnetic resonance, optical anisotropy, inhomogeneous broadening.