The establishment of the coronary circulation is one of the final critical steps during heart development. Despite decades of research, our understanding of how the coronary vasculature develops and connects to the aorta remains limited. This review serves two specific purposes: it addresses recent advances in understanding the origin of the coronary endothelium, and it then focuses on the last crucial step of coronary vasculature development, the connection of the coronary plexus to the aorta. The chick and quail animal models have yielded most of the information for how these connections form, starting with a fine network of vessels that penetrate the aorta and coalesce to form two distinct ostia. Studies in mouse and rat confirm that at least some of these steps are conserved in mammals, but gaps still exist in our understanding of mammalian coronary ostia formation. The signaling cues necessary to guide the coronary plexus to the aorta are also incompletely understood. Hypoxia-inducible transcription factor-1 and its downstream targets are among the few identified genes that promote the formation of the coronary stems. Together, this review summarizes our current knowledge of coronary vascular formation and highlights the significant gaps that remain. In addition, it highlights some of the coronary artery anomalies known to affect human health, demonstrating that even seemingly subtle defects arising from incorrect coronary plexus formation can result in significant health crises.