Autophagy is a degradative transport route conserved among all eukaryotic organisms. During starvation, cytoplasmic components are randomly sequestered into large double-membrane vesicles called autophagosomes and delivered into the lysosome/vacuole where they are destroyed. Cells are able to modulate autophagy in response to their needs, and under certain circumstances, cargoes, such as aberrant protein aggregates, organelles, and bacteria can be selectively and exclusively incorporated into autophagosomes. As a result, this pathway plays an active role in many physiological processes, and it is induced in numerous pathological situations because of its ability to rapidly eliminate unwanted structures. Despite the advances in understanding the functions of autophagy and the identification of several factors, named Atg proteins that mediate it, the mechanism that leads to autophagosome formation is still a mystery. A major challenge in unveiling this process arises from the fact that the origin and the transport mode of the lipids employed to compose these structures is unknown. This compendium will review and analyze the current data about the possible membrane source(s) with a particular emphasis on the yeast Saccharomyces cerevisiae, the leading model organism for the study of autophagosome biogenesis, and on mammalian cells. The information acquired investigating the pathogens that subvert autophagy in order to replicate in the host cells will also be discussed because it could provide important hints for solving this mystery.