Extended Supersymmetry and Self-Duality in 2+2 Dimensions

The $N=2$ supersymmetric {\it self-dual} Yang-Mills theory and the $N=4$ and $N=2$ {\it self-dual} supergravities in $2+2$ space-time dimensions are formulated for the first time. These formulations utilize solutions of the Bianchi identities subject to the super-Yang-Mills or supergravity constraints in the relevant $N$-extended superspace with the space-time signature $(2,2)$.