A variety of recent optical, radio, and x-ray observations have confirmed the hypothesis that the peculiar star SS 433 is ejecting two narrow, opposed, highly collimated jets of matter at one-quarter the speed of light. This unique behavior is probably driven by mass exchange between a relatively normal star and a compact companion, either a neutron star or a black hole. However, numerous details regarding the energetics, radiation, acceleration, and collimation of the jets remain to be understood. This phenomenon may well be a miniature example of similar collimated ejection of gas by active extragalactic objects such as quasars and radio galaxies.