Noble gases are unreactive because their outer electron shells are full and therefore in their most stable state. Normally, elements react with one another because they have incomplete electron shells. They lose, gain or share electrons in order to gain a more stable electron configuration.
The six noble gases are helium, neon, argon, krypton, xenon and radon. While they are all highly unreactive, the heavier elements of the group do sometimes form compounds under certain conditions. The inner electron shells of these elements form a sort of shield around the nucleus, allowing the gases to be ionized with sufficient energy. When this occurs, they can form compounds, most often with highly reactive halogen gases. One example is xenon hexafluoride, a xenon ion bonded to six fluoride ions. They also form compounds under very high pressure, which helps store them more compactly when necessary.
All noble gases share other characteristics besides being relatively inert. All conduct electricity and emit light when a current is passed through them. They are all odorless and colorless. They are a very safe way to store substances that easily react with oxygen or nitrogen in the air. While their inert nature makes them nontoxic, they are hazardous to humans when they are at high enough levels to displace oxygen.