The internal space of a N = 4 supersymmetric model with Wess-Zumino term has a connection with totally skew-symmetric torsion and holonomy in Sp(n). We study the mathematical background of this type of connection. In particular, we relate it to classical Hermitian geometry, construct homogeneous as well as inhomogeneous examples, characterize it in terms of holomorphic data, develop its potential theory and reduction theory.