Fluctuations of conserved quantities, such as baryon, electric charge, and strangeness number, are sensitive observables in relativistic heavy-ion collisions to probe the QCD phase transition and search for the QCD critical point. In this paper, we review the experimental measurements of the cumulants (up to fourth order) of event-by-event net-proton (proxy for net-baryon), net-charge and net-kaon (proxy for net-strangeness) multiplicity distributions in Au+Au collisions at =7.7, 11.5, 14.5, 19.6, 27, 39, 62.4, 200 s NN = 7.7, 11.5, 14.5, 19.6,...