The concept of the ``statistical significance'' of an observation, and how it is used in particle physics experiments is reviewed. More properly known as a ``p-value,'' the statistical foundations for this concept are reviewed from a frequentistic perspective. The discovery of the top quark at the Fermilab Tevatron Collider and a more recent analysis of data recorded at Fermilab are used to illustrate practical applications of these concepts. (To be published in the proceedings of the conference on ``Advanced Statistical Techniques in Particle Physics,'' Durham, England, 18-22 March 2002.)