Classical works of Kac, Salem and Zygmund, and Erdos and Gal have shown that lacunary trigonometric sums despite their dependency structure behave in various ways like sums of independent and identically distributed random variables. For instance, they satisfy a central limit theorem and a law of the iterated logarithm. Those results have only recently been complemented by large deviation principles by Aistleitner, Gantert, Kabluchko, Prochno, and Ramanan, showing that interesting phenomena occur on the large deviation scale that are not visible in the classical works. It turns out that the limit behaviour of a lacunary trigonometric sum depends on number theoretic properties of the underlying lacunary sequence, and may change drastically under small perturbations of the lacunary sequence. This raises the question on what scale such a phenomena kick in. At the beginning of the talk we will introduce all the necessary probabilistic notation and discuss in details historical and more recent results about limit theorems for lacunary trigonometric sums. Then we move to the results regarding the moderate deviation principles, i.e., limit theorems in a scale interpolating between previously known central limit theorem and the large deviation principle. Based on a joint work with Joscha Prochno.