We present a three-dimensional structure of the Magellanic System using over 9 000 Classical Cepheids and almost 23 000 RR Lyrae stars from the OGLE Collection of Variable Stars. Given the vast coverage of the OGLE-IV data and very high completeness of the sample, we were able to study the Magellanic System in great details. We very carefully studied the distribution of both types of pulsators in the Magellanic Bridge area. We show that there is no evident physical connection between the Clouds in RR Lyrae stars distribution. We only see the two extended structures overlapping. There are few classical Cepheids in the Magellanic Bridge area that seem to form a genuine connection between the Clouds. Their on-sky locations match very well young stars and neutral hydrogen density contours. We also present three-dimensional distribution of classical pulsators in both Magellanic Clouds.