Many astrophysical phenomena involve processes of magnetohydrodynamics (MHD) and relativistic magnetohydrodynamics (RMHD). A number of numerical schemes have been developed to solve the equations of ideal MHD and RMHD. Recent codes are based on upwind schemes which solve hyperbolic systems of equations following the characteristics of the systems. Upwind schemes stand out by their robustness, clarity of the underlying physical model, and ability of achieving high resolution. We present MHD and RMHD codes based on the total variation diminishing (TVD) and weighted essentially non-oscillatory (WENO) schemes, which are second and higher order accurate extensions of upwind schemes. We demonstrate the ability and limitation of codes based on upwind schemes through a series of tests.