Fascia are sheets of connective tissue. There are many types of connective tissue. They connect structures and include: blood, marrow, mucous, reticula, loose connective tissue, dense connective tissue (both regular and irregular), cartilage and bone. Fascia is present usually as protective covering, e.g. the covering of the muscles of the thigh: fascia lata.
Two of the main types of fascia are superficial and deep.
Superficial fascia lies in large sheets, directly beneath and attached to the skin. Blood vessels and nerves pass to their intended targets through the fascia, which store some water and fat cells in varying quantities. Superficial fascia is relatively 'loose' in most areas of the body, where skin can be pulled and moved around to quite a large degree. In places such as the scalp, the neck, the palms of the hands and soles of the feet, the fascia is much more dense and the skin is anchored firmly to the underlying structures with little freedom of movement.
Deep fascia, as the name suggests, are found just under the layer of superficial fascia. They are loosely attached to each other by strands of fibrous tissue. Although thin, the connective tissue of the deep fascia is very densely packed and arranged in such a way as to maximize strength. Deep fascia closely covers the muscular structures, aiding movement and acting as a conduit for nerves and blood vessels; it also partitions them into specific groups and acts as a cushioning layer between them.
If you have ever seen a cut of meat with a tough white layer attached to it, then you have seen deep fascia.