[Video available at https://sites.google.com/view/ResponsibleAITutorial] Artificial Intelligence is increasingly being used in decisions and processes that are critical for individuals, businesses, and society, especially in areas such as hiring, lending, criminal justice, healthcare, and education. Recent ethical challenges and undesirable outcomes associated with AI systems have highlighted the need for regulations, best practices, and practical tools to help data scientists and ML developers build AI systems that are secure, privacy-preserving, transparent, explainable, fair, and accountable – to avoid unintended and potentially harmful consequences and compliance challenges. In this tutorial, we will present an overview of responsible AI, highlighting model explainability, fairness, and privacy in AI, key regulations/laws, and techniques/tools for providing understanding around AI/ML systems. Then, we will focus on the application of explainability, fairness assessment/unfairness mitigation, and privacy techniques in industry, wherein we present practical challenges/guidelines for using such techniques effectively and lessons learned from deploying models for several web-scale machine learning and data mining applications. We will present case studies across different companies, spanning many industries and application domains. Finally, based on our experiences in industry, we will identify open problems and research directions for the AI community.