The four levels of hierarchy considered in this review are the nanoscale (the mineralised collagen fibre and the extrafibrillar mineral), the microscale (the structure as visible under the microscope), the mesoscale (particularly the relationship between cancellous and cortical bone) and the whole bone scale. The explosion of papers at the nanoscale precludes any settling on one best model. At the microscale the inadequacies of linear elastic fracture mechanics, the importance of R-curves for understanding what is happening to cracks in bone, and the effect of different histological types are emphasised. At the mesoscale the question of whether cancellous bone is anything but compact bone with a lot of holes in it, and the question of whether cancellous bone obeys Wolff's 'law' is discussed. The problem of not damaging bone when examining it with X-rays is mentioned (though not solved). At the whole bone level the relative roles of genetics and the external forces and the question of the way in which bones are loaded, in bending or compression, is raised, and the question of size effects, long underestimated or ignored by the bone community, is discussed. Finally, the question of why there are hierarchies at all in bone is addressed.