In the presence of strong density stratification, hydromagnetic turbulence attains qualitatively new properties: the formation of magnetic flux concentrations. We review here the theoretical foundations of this mechanism in terms of what is now called the negative effective magnetic pressure instability. We also present direct numerical simulations of forced turbulence in strongly stratified layers and discuss the qualitative and quantitative similarities with corresponding mean-field simulations. Finally, the relevance to sunspot formation is discussed.