The classical model of hematopoiesis has long held that hematopoietic stem cells (HSCs) sit at the apex of a developmental hierarchy in which HSCs undergo long-term self-renewal while giving rise to cells of all the blood lineages. In this model, self-renewing HSCs progressively lose the capacity for self-renewal as they transit into short-term self-renewing and multipotent progenitor states, with the first major lineage commitment occurring in multipotent progenitors, thus giving rise to progenitors that initiate the myeloid and lymphoid branches of hematopoiesis. Subsequently, within the myeloid lineage, bipotent megakaryocyte-erythrocyte and granulocyte-macrophage progenitors give rise to unipotent progenitors that ultimately give rise to all mature progeny. However, over the past several years, this developmental scheme has been challenged, with the origin of megakaryocyte precursors being one of the most debated subjects. Recent studies have suggested that megakaryocytes can be generated from multiple pathways and that some differentiation pathways do not require transit through a requisite multipotent or bipotent megakaryocyte-erythrocyte progenitor stage. Indeed, some investigators have argued that HSCs contain a subset of cells with biased megakaryocyte potential, with megakaryocytes directly arising from HSCs under steady-state and stress conditions. In this review, we discuss the evidence supporting these nonclassical megakaryocytic differentiation pathways and consider their relative strengths and weaknesses as well as the technical limitations and potential pitfalls in interpreting these studies. Ultimately, such pitfalls will need to be overcome to provide a comprehensive and definitive understanding of megakaryopoiesis.