Single neutral atoms have been stored in a magneto-optical trap and imaged with the help of a CCD camera. The trapping of individual atoms is marked by steps in the fluorescence signal corresponding to the capture or loss of a single atom. The statistics of these capture and loss processes is explained by means of a birth-death model. The spatial distribution and the trap losses are investigated for the single-atom case and compared with the behaviour of a cloud of up to 2 • 10 5 atoms.