The radiation emitted by a heated body is generally quoted as a typical example of incoherent radiation, in distinction to laser radiation. One is nearly isotropic, the other highly directional; one is spectrally broad, the other quasi-monochromatic. It may come as a surprise that the thermal radiation of a large number of substances is coherent, both in space and time, when it is observed at a distance from the body that is shorter than the wavelength. This behaviour can be understood within an electromagnetic approach to thermal emission. Several recent experiments have confirmed these unexpected properties.