Detailed descriptions of the structural features of bone abound in the literature; however, the mechanical properties of bone, in particular those at the micro- and nano-structural level, remain poorly understood. This paper surveys the mechanical data that are available, with an emphasis on the relationship between the complex hierarchical structure of bone and its mechanical properties. Attempts to predict the mechanical properties of bone by applying composite rule of mixtures formulae have been only moderately successful, making it clear that an accurate model should include the molecular interactions or physical mechanisms involved in transfer of load across the bone material subunits. Models of this sort cannot be constructed before more information is available about the interactions between the various organic and inorganic components. Therefore, further investigations of mechanical properties at the 'materials level', in addition to the studies at the 'structural level' are needed to fill the gap in our present knowledge and to achieve a complete understanding of the mechanical properties of bone.