X-ray variability of active galactic nuclei is commonplace on scales from days to years. It also occurs, although rarely, on time scales as short as 200 seconds. Both these statements must be strongly qualified by the irregularity and insensitivity of the available observations. In the X-rays we expect that we are seeing deep within the active nucleus, near what is usually taken to be a massive black hole. The X-ray variability time scales may then give us the fundamental structural length scales. We would like to review data on active galaxies, present our new data on Einstein observations of BL Lac objects, and discuss all these in terms of a statistical quantification of the observations.