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In particle physics, a massless particle is a particle whose invariant mass is zero. Currently, the only known massless particles are gauge bosons: the photon (carrier of electromagnetism) and the gluon (carrier of the strong force). However, gluons are never observed as free particles, since they are confined within hadrons.
The behavior of massless particles is understood by virtue of special relativity. For example, these particles must always move at the speed of light and hence not experience time. In this context, they are sometimes called luxons to distinguish them from bradyons and tachyons.
Massless particles are known to experience the same gravitational acceleration as other particles (which provides empirical evidence for the equivalence principle) because they do have relativistic mass, which is what acts as the gravity charge. Thus, perpendicular components of forces acting on massless particles simply change their direction of motion, the angle change in radians being GM/rc2 with gravitational lensing, a result predicted by general relativity. The component of force parallel to the motion still affects the particle, but by changing the frequency rather than the speed. This is because the momentum of a massless particle depends only on frequency and direction (compare with the momentum of low speed massive objects, which depends on mass, speed, and direction). Massless particles move in straight lines in spacetime, called geodesics, and gravitational lensing relies on spacetime curvature. Gluon-gluon interaction is a little different: they exert forces on each other but, because the acceleration is parallel to the line connecting them (albeit not at simultaneous moments), the acceleration will be zero unless the gluons move in a direction perpendicular to the line connecting them (so that velocity is perpendicular to acceleration).
Theories which postulate that gravity is quantized introduce gravitons - massless tensor bosons (i.e. it has spin 2) which mediate gravitational interaction. So far there is no experimental evidence supporting their existence.