Sephora is a cosmetics and hair/body/beauty store from Paris and its great.
In 2007 they teamed up with JCPenny to add Sephora as a brand in JCP stores; they are still slowly rolling out and not every JCP will get one, but there are often deals and freebies for these locations (so not a regular Sephora but one inside a JCP) and much confusion abounds.
These lo-cal's are not "counters" as one would traditionally think or how other bloggers so describe them - like how Lancome and Clinique are set up - but rather they are almost "mini-stores" within a store; they all have at least 2 walls so the products can be displayed like an actual Sephora and its fairly obvious if your store has one or not as there is signage everywhere.
Anway, I took a picture yesterday when I went to claim a free sample of mascara - link! - and go here to find a location near you! (Remember, you're looking for the locations inside a JCP.)
(ps - if you're also in the DFW area, Stonebriar has two Sephora's - one in the JCP and an actual one in the full on mall.)