Ideas of Statistical Physics are very relevant for cosmic structures especially considering that the field is undergoing a period of exceptional development with many new data appearing on a monthly basis. In the past years we have focused mostly on galaxy distributions and their statistical properties. This led to an interesting debate which will be resolved by the next generation of data in a couple of years. In addition, here we discuss the statistical properties of the fluctuations of the cosmic microwave background which are small in amplitude but complex in structure. We finally discuss the connection between these observations and the Harrison–Zeldovich spectrum and its further implications on the theories of structure formation and the cosmological N-body simulations.