The twistor programme was introduced by Roger Penrose as an approach to quantum gravity in which twistor space should provide the primary geometric background for physics from which space-time should emerge. This talk will review the programme, i.e., the early successes in formulating the self-dual parts of Yang-Mills and gravity on twistor space. It will go on to review the impact of twistor-string theory, in giving at least a perturbative approach to full Yang Mills and conformal gravity, and outline arguments that prove the equivalence between the twistor-string models and the space-time theories. Finally, twistor-string models for Einstein gravity will be reviewed.