This paper reviews and analyses various observational data about the local interstellar medium (LISM)-a volume with a radius of about 200 pc near the Sun. There are collected radio, IR, optical, UV, and X-ray observations of the ISM and data on the Sco-Cen association. All available information confirms Weaver's (1979) conclusions that the Sun is located near an edge of a giant cavern with a radius of about 180 pc and the cavern center coincides with the Sco-Cen associated center. The outer rim of the cavern is observed as numerous, very longHi flaments, filaments of the interstellar polarization, and soft X-rays radiated by coronal gas with a temperature of about 106K. Close environment (from 10−4 to 2–5 pc) of the Sun is filled by warm (about 104 K)Hi with the number density 0.1–0.2 cm−3, which is a corona of the local cloud of the ISM. The central part of the cloud is observed to the galactical center direction at a distance of 10–20 pc as Sancini and van Woerden's (1970)Hi filament. The cloud blown round by stellar winds has a horseshoe-like shape, bordering the Sun. Tinbergen's (1982) ‘patch of polarization’ is observational evidence of the shape.