This tutorial paper is concerned with the identification of hybrid models, i.e. dynamical models whose behavior is determined by interacting continuous and discrete dynamics. Methods specifically aimed at the identification of models with a hybrid structure are of very recent date. After discussing the main issues and difficulties connected with hybrid system identification, and giving an overview of the related literature, this paper focuses on four different approaches for the identification of switched affine and piecewise affine models, namely an algebraic procedure, a Bayesian procedure, a clustering-based procedure, and a bounded-error procedure. The main features of the selected procedures are presented, and possible interactions to still enhance their effectiveness are suggested.