The Heisenberg group H equipped with a sub-Riemannian metric is one of the most well known examples of a doubling metric space which does not admit a bi-Lipschitz embedding into any Euclidean space. In this paper we investigate which subsets of H bi-Lipschitz embed into Euclidean spaces. We show that there exists a universal constant L > 0 such that lines L-bi-Lipschitz embed into R 3 and planes L-bi-Lipschitz embed into R 4 . Moreover, C 1,1 2-manifolds without characteristic points as well as all C 1,1 1-manifolds locally L-bi-Lipschitz embed into R 4 where the constant L is again universal. We also consider several examples of compact surfaces with characteristic points and we prove, for example, that Korányi spheres bi-Lipschitz embed into R 4 with a uniform constant. Finally, we show that there exists a compact, porous subset of H which does not admit a bi-Lipschitz embedding into any Euclidean space.