Authenticity and traceability of food products are of primary importance at all levels of the production process, from raw materials to finished products. Authentication is also a key aspect for accurate labeling of food, which is required to help consumers in selecting appropriate types of food products. With the aim of guaranteeing the authenticity of foods, various methodological approaches have been devised over the past years, mainly based on either targeted or untargeted analyses. In this review, a brief overview of current analytical methods tailored to authenticity studies, with special regard to fishery products, is provided. Focus is placed on untargeted methods that are attracting the interest of the analytical community thanks to their rapidity and high throughput; such methods enable a fast collection of "fingerprinting signals" referred to each authentic food, subsequently stored into large database for the construction of specific information repositories. In the present case, methods capable of detecting fish adulteration/substitution and involving sensory, physicochemical, DNA-based, chromatographic, and spectroscopic measurements, combined with chemometric tools, are illustrated and commented on.