Generally, the linear motion between the source of a wave and an observer leads to a linear Doppler effect. It is associated with the linear momentum of the wave. For electromagnetic beams having a circular polarization or an azimuthal phase distribution, the rotation between the source and the observer results in a less well‐known rotational Doppler effect. It is associated with the angular momentum of the wave. This is particularly the case for vortex beams. Here, the various physical insights that are given to explain the origin of the rotational Doppler effect is reviewed. The focus is on different cases where such an effect gives information on the rotational nature of the probed systems, and also on cases where the rotational Doppler effect is useless. Still debated issues and possible applications are then presented.