This article reviews progress achieved over the last ~15 years in our understanding of magnetism in solid oxygen under high pressure with a particular emphasis on the contribution of neutron diffraction in the multi-GPa range. The paper highlights the unexpected complexity of magnetic structures in the phase at 5-8 GPa, presents data on the pressure dependence of diffuse scattering in -O2 and discusses potential magnetism in -O2. High-resolution diffraction data of all three solid phases at ambient pressure are presented.