I will present the three-dimensional structure of the Magellanic System using over 9000 classical Cepheids (CCs) and almost 23000 RR Lyrae (RRL) stars from the OGLE Collection of Variable Stars. The vast coverage of the OGLE-IV data and the high completeness of the sample allowed us to study the Magellanic System in great detail. The CC distribution shows that, contrary to previous results, the LMC bar is not offset from the galaxy's plane. Moreover, the northern arm is located closer to us than the overall sample. The CCs in the SMC have a non-planar distribution that can be described as an ellipsoid extended almost along the line of sight. RRL stars reveal a very regular distribution in both Magellanic Clouds. In the Magellanic Bridge, there is no evidence of an actual physical connection between the Clouds in the RRL distribution. We only see the two halos overlapping. The few CCs in the Bridge seem to form a genuine connection between the Clouds. Their on-sky locations are well correlated with young stars and the neutral hydrogen distribution.