Fractional (or non-integer) differentiation is an important concept both from theoretical and applicational points of view. The study of problems of the calculus of variations with fractional derivatives is a rather recent subject. In this work, some properties and basic definitions of fractional integral and derivatives of Riemann-Liouvill are presented. The optimality necessary conditions for fractional variational problems are constructed for different types of fractional problems of calculus of variations having one and different multi fractional order derivatives (FOD) on one and different multi-dependent variables with one independent variable, along fixed and moving boundaries. Several examples are presented to demonstrate the implementation of the optimality necessary conditions.