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Quantum Hall effect (QHE), as a class of quantum phenomena that occur in macroscopic scale, is one of the most important topics in condensed matter physics. It has long been expected that QHE may occur without Landau levels so that neither external magnetic field nor high sample mobility is required for its study and application. Such a QHE free of Landau levels, can appear in topological insulators (TIs) with ferromagnetism as the quantized version of the anomalous Hall effect, i.e., quantum anomalous Hall (QAH) effect. Here we review our recent work on experimental realization of the QAH effect in magnetically doped TIs. With molecular beam epitaxy, we prepare thin films of Cr-doped (Bi,Sb)2Te3 TIs with well-controlled chemical potential and long-range ferromagnetic order that can survive the insulating phase. In such thin films, we eventually observed the quantization of the Hall resistance at h/e² at zero field, accompanied by a considerable drop in the longitudinal resistance. Under a strong magnetic field, the longitudinal resistance vanishes, whereas the Hall resistance remains at the quantized value. The realization of the QAH effect provides a foundation for many other novel quantum phenomena predicted in TIs, and opens a route to practical applications of quantum Hall physics in low-power-consumption electronics. [ABSTRACT FROM AUTHOR]