Multiple myeloma is a malignancy of plasma cells that remains incurable and almost all patients will eventually require some form of salvage therapy. Increasing insight into the biology of myeloma and the availability of new therapeutic options has resulted in rapid change in its management. Clinical trials have investigated numerous agents and regimens for the treatment of patients with relapsed/refractory myeloma, presenting a host of treatment options. Important questions in determining optimal therapy for patients with relapsed/refractory myeloma include the influence of prior therapy, optimal sequencing of regimens, sequential versus combination use of agents, and the role of cytogenetic and other prognostic factors. This article reviews the literature for the treatment of relapsed/refractory myeloma and considers the ability of the evidence to answer these questions, both for established regimens and newer regimens incorporating thalidomide, bortezomib and lenalidomide.