Some proteins fold very rapidly and with single-exponential kinetics. Despite this simplicity, the underlying microscopic processes are heterogeneous. Different molecules fold along different micro-routes. The energy landscapes are funnel-shaped. What are the routes and the rate-limiting steps? We explore the folding process with master equations. We find that the bottlenecks are sometimes heterogeneous. The reason for the folding speed is that proteins can fold via "zipping": multiple small localized optimization steps, rather than a single global optimization.