In this tutorial, we provided a comprehensive overview of coalitional game theory, and its usage in wireless and communication networks. For this purpose, we introduced a novel classification of coalitional games by grouping the sparse literature into three distinct classes of games: canonical coalitional games, coalition formation games, and coalitional graph games. For each class, we explained in details the fundamental properties, discussed the main solution concepts, and provided an in-depth analysis of the methodologies and approaches for using these games in both game theory and communication applications. The presented applications have been carefully selected from a broad range of areas spanning a diverse number of research problems. The tutorial also sheds light on future opportunities for using the strong analytical tool of coalitional games in a number of applications. In a nutshell, this article fills a void in existing communications literature, by providing a novel tutorial on applying coalitional game theory in communication networks through comprehensive theory and technical details as well as through practical examples drawn from both game theory and communication application.