The understanding of fluid turbulence has considerably progressed in recent years. The application of the methods of statistical mechanics to the description of the motion of fluid particles, i.e. to the Lagrangian dynamics, has led to a new quantitative theory of intermittency in turbulent transport. The first analytical description of anomalous scaling laws in turbulence has been obtained. The underlying physical mechanism reveals the role of statistical integrals of motion in non-equilibrium systems. For turbulent transport, the statistical conservation laws are hidden in the evolution of groups of fluid particles and arise from the competition between the expansion of a group and the change of its geometry. By breaking the scale-invariance symmetry, the statistically conserved quantities lead to the observed anomalous scaling of transported fields. Lagrangian methods also shed new light on some practical issues, such as mixing and turbulent magnetic dynamo.