We discuss the nature of the circumstellar envelopes around the B[e] supergiants (B[e]SG) in the Magellanic Clouds (MC). Contrary to those in the Galaxy, the MC B[e]SG have a well defined luminosity and can be considered members of a well defined class. We discuss spectroscopy and optical broadband polarimetry and spectropolarimetry data. These data show for the first time detailed changes in the polarization across several spectral features. We show that the envelopes of the B[e]SG are generally variable. Broadband polarimetry data show that the envelopes are definitely non-spherically symmetric and large non-axisymmetric ejections may occur. In addition to that, spectropolarimetry is coming of age as a tool to study the B[e]SG envelope structure.