Most of the neutrino oscillation results can be explained by the three-neutrino paradigm. However several anomalies in short baseline oscillation data could be interpreted by invoking a hypothetical fourth neutrino, separated from the three standard neutrinos by a squared mass difference of more than 0.1 eV$^2$. This new neutrino, often called sterile, would not feel standard model interactions but mix with the others. Such a scenario calling for new physics beyond the standard model has to be either ruled out or confirmed with new data. After a brief review of the anomalous oscillation results we discuss the world-wide experimental proposal aiming to clarify the situation.