The concept for GSI's planned future facility is based on two superconducting synchrotrons, SIS 100 and SIS 200. The two accelerators are in the same tunnel and have the same radius R, for operation at BR=100 Tm and 200 Tm respectively. Superconducting magnets are necessary to reach the appropriate magnetic field and may considerably reduce the investment and operating costs, in comparison with conventional magnets. An R&D program was initiated to develop dipole magnets with maximum fields of 2 and 4 Tesla and dipole ramp rates of 4 T/s and 1 T/s, respectively. These requirements were chosen to achieve high average beam intensities. The SIS 100 dipole is a window-frame Nuclotron-type dipole and is being developed in collaboration with JINR (Dubna, Russia). This magnet has been operated at 4 T/s up to a field of 2 Tesla. Reduced losses and improved magnetic field quality are required for the SIS 100 accelerator. In a separate collaboration with BNL (Upton, USA), the one coil layer cosθ-type RHIC arc dipole, originally designed for operation at 3.5 Tesla with a rather slow ramp rate of 0.042 T/s, will be upgraded for the SIS 200 accelerator to operate at a ramp rate of 1T/s, up to a field of 4 T. R&D for a 6 Tesla dipole was started in collaboration with IHEP (Protvino, Russia), to further increase the rigidity of the SIS 200 ring to 300 Tm. Alternative schemes have been investigated. Besides the synchrotrons, the planned facility will consist of several storage rings and the Super Fragment Separator (SFRS), which have mainly DC magnets with large apertures. NSCL (East Lansing, USA) prepared a feasibility study for these superconducting magnets. The main results of the R&D are presented.