Although it has long been recognized that dynamics in supercooled liquids might be spatially heterogeneous, only in the past few years has clear evidence emerged to support this view. As a liquid is cooled far below its melting point, dynamics in some regions of the sample can be orders of magnitude faster than dynamics in other regions only a few nanometers away. In this review, the experimental work that characterizes this heterogeneity is described. In particular, the following questions are addressed: How large are the heterogeneities? How long do they last? How much do dynamics vary between the fastest and slowest regions? Why do these heterogeneities arise? The answers to these questions influence practical applications of glass-forming materials, including polymers, metallic glasses, and pharmaceuticals.