In a total lunar eclipse, the entire Full Moon moves into the darkest part of the shadow of the Earth, the umbra. Passing through the penumbra is called a partial eclipse, but it is not as dark or dramatic.
To observe an umbra and penumbra, hold a small ball between a light and a white piece of paper. When the paper is close to the ball, you will see a dark round shadow (the umbra) in the middle of a fainter shadow (the penumbra). As you move the paper farther from the ball, the umbra will appear smaller.
When the moon moves completely inside the umbra, we can still see it, though it often looks coppery-red, just like a sunset. Some sunlight, especially red light, is bent by the Earth's atmosphere and shines on the moon. The moon reflects this light back to all the people on the night side of the earth.
Lunar eclipses happen slowly, and may take more than an hour. The composite photo above shows the moon (moving from right to left) slowing going into the darker shadow of the umbra. When part of the moon is in the penumbra, it still shines brightly, so the part that is in the umbra seems very dark, as if a bite has been taken out of the moon. When all of the moon is in the dark umbra, then the dim red light is more noticeable. Then, just as slowly, the moon immerges from shadow.