Diploma Thesis from the year 2011 in the subject Mathematics - Geometry, grade: 1,0, Humboldt-University of Berlin (Institut für Mathematik), language: English, abstract: Based on the work of Adams and Stuck as well as on the work of Zeghib, we classify the Lie groups which can act isometrically and locally effectively on Lorentzian manifolds of finite volume. In the case that the corresponding Lie algebra contains a direct summand isomorphic to the two-dimensional special linear algebra or to a twisted Heisenbergalgebra, we also describe the geometric structure of the manifolds if they are compact. Using these results, we investigate the local geometry of compact homogeneous Lorentz spaces whose isometry groups have non-compact connected components. It turns out that they all are reductive. We investigate the isotropy representation, curvatures and holonomy. Especially, we obtain that any Ricci-flat compact homogeneous Lorentz space is flat or has compact isometry group.