(1) Background: Non-melanoma skin cancer is the most frequently diagnosed cancer in humans. The process of skin carcinogenesis is still not fully understood. However, several studies have been conducted to better explain the mechanisms that lead to malignancy; (2) Methods: We reviewed the more recent literature about the pathogenesis of non-melanoma skin cancer focusing on basal cell carcinomas, squamous cell carcinoma and actinic keratosis; (3) Results: Several papers reported genetic and molecular alterations leading to non-melanoma skin cancer. Plenty of risk factors are involved in non-melanoma skin cancer pathogenesis, including genetic and molecular alterations, immunosuppression, and ultraviolet radiation; (4) Conclusion: Although skin carcinogenesis is still not fully understood, several papers demonstrated that genetic and molecular alterations are involved in this process. In addition, plenty of non-melanoma skin cancer risk factors are now known, allowing for an effective prevention of non-melanoma skin cancer development. Compared to other papers on the same topic, our review focused on molecular and genetic factors and analyzed in detail several factors involved in non-melanoma skin cancer.