  We review some recent developments which make use of the concept of
`superstatistics', an effective description for nonequilibrium systems with a
varying intensive parameter such as the inverse temperature. We describe how
the asymptotic decay of stationary probability densities can be determined
using a variational principle, and present some new results on the typical
behaviour of correlation functions in dynamical superstatistical models. We
briefly describe some recent applications of the superstatistics concept in
hydrodynamics, astrophysics, and finance.
