For a long time, investigations about the lung myeloid compartment have been mainly limited to the macrophages located within the airways, that is, the well-known alveolar macrophages specialized in recycling of surfactant molecules and removal of debris. However, a growing number of reports have highlighted the complexity of the lung myeloid compartment, which also encompass different subsets of dendritic cells, tissue monocytes, and nonalveolar macrophages, called interstitial macrophages (IM). Recent evidence supports that, in mice, IM perform important immune functions, including the maintenance of lung homeostasis and prevention of immune-mediated allergic airway inflammation. In this article, we describe lung IM from a historical perspective and we review current knowledge on their characteristics, ontogeny, and functions, mostly in rodents. Finally, we emphasize some important future challenges for the field.