In this article we focus on futures as a cultural anthropological subject of research and an analytical concept, reviewing studies from “cultural futurism” of the 1970s and anticipatory anthropology of the 1980s to the “anthropology of futures” burgeoning in the last decade. We discuss different approaches to the central issue of how anthropology deals with futures (future as a cultural fact, multitemporality, temporal agency, presentism, multiple futures, etc.) and illustrate the research framework being developed within an ongoing research project “Urban futures: imagining and activating possibilities in unsettled times” (www.citymaking.eu). In this project, future-making refers to a comprehensive understanding of the factors and processes involved in imagining, anticipating and perceiving collective futures as well as in the modalities of engagement, values, habits, practices, and affects, that construct specific attitudes towards futures in everyday life.