Microglia are the tissue-resident macrophages of the brain and spinal cord. They are critical players in the development, normal function, and decline of the CNS. Unlike traditional monocyte-derived macrophages, microglia originate from primitive hematopoiesis in the embryonic yolk sac and self-renew throughout life. Microglia also have a unique genetic signature among tissue resident macrophages. Recent studies identify the contributions of both brain environment and developmental history to the transcriptomic identity of microglia. Here we review this emerging literature and discuss the potential implications of origin on microglial function, with particular focus on existing and future therapies using bone-marrow- or stem-cell-derived cells for the treatment of neurological diseases.