Drupal 8: Autoloading Basics
Autoloading of PHP classes was introduced in Drupal 7. Through a mechanism known as "the registry", modules were able to specify the files that contained their class definitions, then simply use the classes without needing a require or include statement. This system definitely isn't perfect... Having a database backed registry caused a lot of queries for modules like Views that instantiate a lot of classes. It also required a cache clear to pick up any caches, and forced developers to maintain an explicit list of their classes, which then had to be parsed and scanned each time caches were cleared.
Meanwhile, in the broader PHP world, a system known as PSR-0 was conceived. PSR-0 is able to autoload classes with minimal explicit registration, and has no dependency on the database. Because it is a PHP standard (rather than a Drupal specific standard), you can also count on broad support for your favorite external libraries.