A geometry with parallel skew-symmetric torsion is a Riemannian manifold carrying a metric connection with parallel skew-symmetric torsion. Besides the trivial case of the Levi-Civita connection, geometries with non-vanishing parallel skew-symmetric torsion arise naturally in several geometric contexts, e.g. on naturally reductive homogeneous spaces, nearly Kähler or nearly parallel G2-manifolds, Sasakian and 3-Sasakian manifolds, or twistor spaces over quaternion-Kähler manifolds with positive

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... scalar curvature. In this paper we study the local structure of Riemannian manifolds carrying a metric connection with parallel skew-symmetric torsion. On every such manifold one can define a natural splitting of the tangent bundle which gives rise to a Riemannian submersion over a geometry with parallel skew-symmetric torsion of smaller dimension endowed with some extra structure. We show how previously known examples of geometries with parallel skew-symmetric torsion fit into this pattern, and construct several new examples. In the particular case where the above Riemannian submersion has the structure of a principal bundle, we give the complete local classification of the corresponding geometries with parallel skew-symmetric torsion.