Launched in 2003, the European Space Agency’s Mars Express (MEX) has been orbiting Mars for 20 years and its instruments have performed continuous monitoring of the conditions in the Martian atmosphere, providing one of the most complete datasets of atmospheric parameters ever collected for Mars. This article provides an overview of the observations of the vertical structure of the Martian atmosphere performed by MEx, which led to the identification of peculiar phenomena that affect the atmospheric circulation and dynamics on different scales, from local to regional and global.