The penumbra is ideally suited to challenge our understanding of magnetohydrodynamics. The energy transport takes place as magnetoconvection in inclined magnetic fields under the effect of strong radiative cooling at the surface. The relevant processes happen at small spatial scales. In this contribution we describe and elaborate on these small-scale inhomogeneities of a sunspot penumbra. We describe the penumbral properties inferred from imaging, spectroscopic and spectropolarimetric data, and discuss the question of how these observations can be understood in terms of proposed models and theoretical concepts.