We review models for the nucleation of magnetisation reversal, i.e. the formation of a region of reversed magnetisation in an initially magnetically saturated system. For small particles models for collective reversal, either uniform (Stoner-Wohlfarth model) or non-uniform like curling, provide good agreement between theory and experiment. For microscopic objects and thin films, we consider two models, uniform (Stoner-Wohlfarth) reversal inside a nucleation volume and a droplet model, where the free energy of an inverse bubble is calculated taking into account volume energy (Zeeman energy) and surface tension (domain wall energy). In macroscopic systems, inhomogeneities in magnetic properties cause a distribution of energy barriers for nucleation, which strongly influences effects of temperature and applied field on magnetisation reversal. For these systems, macroscopic material parameters like exchange interaction, spontaneous magnetisation and magnetic anisotropy can give an indication of the magnetic coercivity, but exact values for nucleation fields are, in general, hard to predict.