Magnetism and superconductivity compete or interact in complex and intricate ways. Here we review the special case where novel magnetic phenomena appear due to superconductivity, but do not exist without it. Such states have recently been identified in unconventional superconductors. They are different from the mere coexistence of magnetic order and superconductivity in conventional superconductors, or from competing magnetic and superconducting phases in many materials. We describe the recent progress in the study of such exotic magnetic phases, and articulate the many open questions in this field.