Streamer discharges determine the very first stage of sparks or lightning, and they govern the evolution of huge sprite discharges above thunderclouds as well as the operation of corona reactors in plasma technology. Streamers are nonlinear structures with multiple inner scales. After briefly reviewing basic observations, experiments and the microphysics, we start from density models for streamers, i.e. from reaction–drift–diffusion equations for charged-particle densities coupled to the Poisson equation of electrostatics, and focus on derivation and solution of moving boundary approximations for the density models. We recall that so-called negative streamers are linearly stable against branching (and we conjecture this for positive streamers as well), and that streamer groups in two dimensions are well approximated by the classical Saffman–Taylor finger of two fluid flow. We draw conclusions on streamer physics, and we identify open problems in the moving boundary approximations.