The latest results of the QUEST survey for RR Lyrae stars are described. This survey, which is designed to find and characterize sub-structures in the halo of our Galaxy, has covered about 700 square degrees of the sky and has detected 693 RR Lyrae stars, most of which are new discoveries. The spatial distribution of the RR Lyrae stars reveals several interesting groups in the halo. Some of them appear to be related to previous detections of the destruction of dwarf spheroidal galaxies (the Sagittarius tidal streams, the Virgo stellar stream, the Monoceros ring) or globular clusters (Palomar 5), while others still have an unknown origin.