Advances in instrumentation have made it possible to study sunspots with unprecedented detail. New capabilities include imaging observations at a resolution of 0 ''.1 (70 km on the sun), spectroscopy at similar to 0 ''.2, and simultaneous spectropolarimetry in visible and infrared lines at resolutions well below 1 ''. In spite of these advances, we still have not identified the building blocks of the penumbra and the mechanism responsible for the Evershed flow. Three different models have been proposed to explain the corpus of observations gathered over the years. The strengths and limitations of these models are reviewed in this contribution.