Multi-wavelength studies of M supergiants have revealed atmospheric structures with a large range of spatial and temporal scales. Focusing on Betelgeuse, these scales and their perplexing connections from the photosphere to the interstellar medium are reviewed. Of particular current interest is the dynamic origin of the ubiquitous and relatively dust-free mass loss. Is it multiple plumes of convection driven ejecta, episodic ejection of molecular reservoirs, or a more steady and uniform flow? With powerful new facilities such as the VLT and ALMA we may begin to understand the connections and answer such puzzles, but ultimately detailed studies of a sample of M supergiants will be needed to disentangle the physics from the stars’ personalities.