Sperm are often considered to be individuals, in part because of their unique genetic identities produced as a result of synapsis during meiosis, and in part due to their unique ecology, being ejected away from the soma to continue their existence in a foreign environment. Selection at the level of individual sperm has been suggested to explain the evolution of two enigmatic sperm phenotypes: sperm heteromorphism, where more than one type of sperm is produced by a male, and sperm conjugation, where multiple sperm join together for motility and transport through the female reproductive tract before dissociation prior to fertilization. In sperm heteromorphic species, only one of the sperm morphs typically participates in fertilization, with the non-fertilizing "parasperm" being interpreted as reproductive altruists. Likewise, in species with sperm conjugation, high levels of sperm mortality have been suggested to be required for conjugate break-up and this has been considered evidence of kin-selected altruism. However, it is unclear if sperm possess the heritable variation in fitness (i.e. are individuals) required for the evolution of cooperation. We investigate the question of sperm individuality by focusing on how sperm morphology is determined and how sperm conjugates are formed. Concentrating on sperm conjugation, we discuss functional hypotheses for the evolutionary maintenance of this remarkable trait. Additionally, we speculate on the potential origins of sperm heteromorphism and conjugation, and explore the diversification and losses of these traits once they have arisen in a lineage. We find current evidence insufficient to support the concept of sperm control over their form or function. Thus, without additional evidence of haploid selection (i.e. sperm phenotypes that reflect their haploid genome and result in heritable differences in fitness), sperm heteromorphism and conjugation should be interpreted not as cooperation but rather as traits selected at the level of the male, much like other ejaculatory traits such as accessory gland proteins and ejaculate size.