Entheses are complex multi-tissue regions of the musculoskeletal system serving the challenging task of connecting highly dissimilar materials such as the compliant tendon to the much stiffer bone, over a very small region. The first aim of this review is to highlight mathematical and computational models that have been developed to investigate the many attachment strategies present at entheses at different length scales. Entheses are also relevant in the medical context due to the high prevalence of orthopedic injuries requiring the reattachment of tendons or ligaments to bone, which are associated with a rather poor long-term clinical outcome. The second aim of the review is to report on the computational works analyzing the whole tendon to bone complex as well as targeting orthopedic relevant issues. Modeling approaches have provided important insights on anchoring mechanisms and surgical repair strategies, that would not have been revealed with experiments alone. We intend to demonstrate the necessity of including, in future models, an enriched description of enthesis biomechanical behavior in order to unravel additional mechanical cues underlying the development, the functioning and the maintaining of such a complex biological interface as well as to enhance the development of novel biomimetic adhesive, attachment procedures or tissue engineered implants.