These different regions of the Earth's shadow leads to different types of lunar eclipses.

Penumbral Eclipse:

Here the Moon only passes through the Earth's penumbra. During a penumbral eclipse none of the Moon's surface is completely shaded by the Earth, because only part of the Sun is covered by the Earth. At mid-eclipse, the Moon only looks dimmer that usual from the Earth. It is easy to miss a penumbral Earth because it is not nearly as dramatic as umbral eclipse, in which it appears that a bite has been taken out of the moon.

Umbral Eclipse:

Here the Moon passes through the darkest region of Earth's shadow. Depending on the position of the Moon in its orbit determines whether we see a total eclipse. What frequently occurs is the Moon's orbit is oriented in such a way that only part of the Moon passes through Earth's Umbra. In this case we have a partial lunar eclipse.

Total Lunar Eclipse

Here the entire Moon's surface is blocked out by Earth's umbra. The amount of time the Moon is in the umbra is the time of totality. On average the Moon's speed through the Earth's umbra is about 1 kilometer/second (1.61miles/s), which means that the longest that totality can last is about 1 hour and 42 minutes.

If you notice the Moon does not completely disappear during a total solar eclipse! As sunlight passes into the Earth's atmosphere some of it is reflected out into Earth's umbra. When the light is reflected it loses energy, so instead of being white or yellow light it gets shifted to red light. Thus, when you see a total lunar eclipse do not be surprised to see a reddish tinge to the Moon during totatility.