It has been recently shown that, under the margin (or low noise) assumption, there exist classifiers attaining fast rates of convergence of the excess Bayes risk, that is, rates faster than $n^{-1/2}$. The work on this subject has suggested the following two conjectures: (i) the best achievable fast rate is of the order $n^{-1}$, and (ii) the plug-in classifiers generally converge more slowly than the classifiers based on empirical risk minimization. We show that both conjectures are not correct. In particular, we construct plug-in classifiers that can achieve not only fast, but also super-fast rates, that is, rates faster than $n^{-1}$. We establish minimax lower bounds showing that the obtained rates cannot be improved.