Many mathematical models of statistical physics in two dimensions are either known or conjectured to exhibit conformal invariance. Over the years, physicists proposed predictions of various exponents describing the behavior of these models. Only recently have some of these predictions become accessible to mathematical proof. One of the new developments is the discovery of a one-parameter family of random curves called stochastic Loewner evolution or SLE. The SLE curves appear as limits of interfaces or paths occurring in a variety of statistical physics models as the mesh of the grid on which the model is defined tends to zero. The main purpose of this article is to list a collection of open problems. Some of the open problems indicate aspects of the physics knowledge that have not yet been und erstood mathematically. Other problems are questions about the nature of the SLE curves themselves. Before we present the open problems, the definition of SLE will be motivated and explained, and a brief sketch of recent results will be presented.