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We introduce the UWHAM (binless weighted histogram analysis method) and SWHAM (stochastic UWHAM) software package that can be used to estimate the density of states and free energy differences based on the data generated by multi-state simulations. The programs used to solve the UWHAM equations are written in the C++ language and operated via the command line interface. In this paper, first we review the theoretical bases of UWHAM, its stochastic solver RE-SWHAM (replica exchange-like SWHAM)and ST-SWHAM (serial tempering-like SWHAM). Then we provide a tutorial with examples that explains how to apply the UWHAM program package to analyze the data generated by different types of multi-state simulations: umbrella sampling, replica exchange, free energy perturbation simulations, etc. The tutorial examples also show that the UWHAM equations can be solved stochastically by applying the RE-SWHAM and ST-SWHAM programs when the data ensemble is large. If the simulations at some states are far from equilibrium, the Stratified RE-SWHAM program can be applied to obtain the equilibrium distribution of the state of interest. All the source codes and the tutorial examples are available from our group’s web page:https://ronlevygroup.cst.temple.edu/software/UWHAM_and_SWHAM_webpage/index.html.