Mechanisms of the formation and stability of sunspots are among the longeststanding and intriguing puzzles of solar physics and astrophysics. Sunspots are controlled by subsurface dynamics hidden from direct observations. Recently, substantial progress in our understanding of the physics of the turbulent magnetized plasma in strong-field regions has been made by using numerical simulations and local helioseismology. Both the simulations and helioseismic measurements are extremely challenging, but it becomes clear that the key to understanding the enigma of sunspots is a synergy between models and observations. Recent observations and radiative MHD numerical models have provided a convincing explanation to the Evershed flows in sunspot penumbrae. Also, they lead to the understanding of sunspots as self-organized magnetic structures in the turbulent plasma of the upper convection zone, which are maintained by a large-scale dynamics. Local helioseismic diagnostics of sunspots still have many uncertainties, some of which are discussed in this review. However, there have been significant achievements in resolving these uncertainties, verifying the basic results by new high-resolution observations, testing the helioseismic techniques by numerical simulations, and comparing results obtained by different methods. For instance, a recent analysis of helioseismology data from the Hinode space mission has successfully resolved several uncertainties and concerns (such as the inclined-field and phase-speed filtering effects) that might affect the inferences of the subsurface wave-speed structure of sunspots and the flow pattern. It becomes clear that for the understanding of the phenomenon of sunspots it is important to further improve the helioseismology methods and investigate the whole life cycle of active regions, from magnetic-flux emergence to dissipation. The Solar Dynamics Observatory mission has started to provide data for such investigations.