When a court reviews a judgment in a separate proceeding, not normally part of the usual sequence of appeals. Collateral review is different from a direct appeal.
For example, normally after a sentence in a state trial court, a defendant can appeal to a higher state court. The state appellate court will affirm or reverse the lower court’s judgment. This is not collateral review. We can call this a direct appeal. However, when the same defendant then asks for a federal court to review the state court decision to see whether his Constitutional rights were violated, this would be collateral review. The state court appeals are finished so the defendant is seeking help from a federal court.
Also, in rare cases, years after the sentence a law changes, or a new Supreme Court case demonstrates that the trial court’s decision may have violated the Constitution. At that point, a court might review the lower court’s judgment again, in light of the new law. This new review of the trial court’s judgment would be considered collateral review.
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