We discuss the physical interpretation of unparticles and review the constraints from cosmology. Unparticles may be understood in terms of confined states of a strongly-coupled scale-invariant theory, where scale-invariance implies that the confined states have continuous masses. This picture is consistent with the observation that unparticle operators can be represented in terms of continuous mass fields. Finite results in scattering processes are obtained by compensating the infinite number of unparticle final states with an infinitesimal coupling per unparticle. As a result, unparticles are stable with respect to decay or annihilation to Standard Model particles, implying a one-way flow of energy from the Standard Model sector to the unparticle sector. The qualitative properties of unparticles, which result from their continuous mass nature, are unchanged in the case where scale-invariance is broken by a mass gap. Unparticles with a mass gap can evade constraints from astrophysical and 5th force considerations, in which case cosmology provides the strongest constraints
