The aim of this review is a comparison of intermittency in the heliosphere and the magnetosphere. We show that turbulence in the heliosheath and even at the heliospheric boundaries is intermittent. Moreover, analysis of turbulence in the magnetosheath shows that for very high Alfvénic Mach numbers and high plasma beta we have non-Gaussian statistics in the transverse directions. However, for directions parallel to the magnetic fields, the plasma is close to equilibrium.