Sagittarius A* (Sgr A*) is the variable radio, infrared (IR), and X-ray source associated with accretion onto the massive black hole (MBH) at the center of the Milky Way. Its violent IR variability by up to a factor 30 on timescales as low as 10 minutes has been subject to multi-wavelength studies for more than a decade. It is generally accepted that the NIR and X-ray fluctuations are originating close to the event horizon, thus providing a rare window into the conditions and processes under strong gravity. I will present the most extensive analysis of the infrared variability of Sgr A* performed so far, including a new method for time series analysis and discuss our current understanding of the processes associated with accretion onto Sgr A*.