Molecular beam deflection measurements of small iron, cobalt, and nickel clusters show how magnetism develops as the cluster size is increased from several tens to several hundreds of atoms for temperatures between 80 and 1000 K. Ferromagnetism occurs even for the smallest sizes : for clusters with fewer than about 30 atoms the magnetic moments are atomlike; as the size is increased up to 700 atoms, the magnetic moments approach the bulk limit, with oscillations probably caused by surface-induced spin-density waves. The trends are explained in a magnetic shell model. A crystallographic phase transition from high moment to low moment in iron clusters has also been identified.