Brain tissue is not only one of the most important but also the most complex and compliant tissue in the human body. While long underestimated, increasing evidence confirms that mechanics plays a critical role in modulating brain function and dysfunction. Computational simulations-based on the field equations of nonlinear continuum mechanics-can provide important insights into the underlying mechanisms of brain injury and disease that go beyond the possibilities of traditional diagnostic tools. Realistic numerical predictions, however, require mechanical models that are capable of capturing the complex and unique characteristics of this ultrasoft, heterogeneous, and active tissue. In recent years, contradictory experimental results have caused confusion and hindered rapid progress. In this review, we carefully assess the challenges associated with brain tissue testing and modeling, and work out the most important characteristics of brain tissue behavior on different length and time scales. Depending on the application of interest, we propose appropriate mechanical modeling approaches that are as complex as necessary but as simple as possible. This comprehensive review will, on the one hand, stimulate the design of new experiments and, on the other hand, guide the selection of appropriate constitutive models for specific applications. Mechanical models that capture the complex behavior of nervous tissues and are accurately calibrated with reliable and comprehensive experimental data are key to performing reliable predictive simulations. Ultimately, mathematical modeling and computational simulations of the brain are useful for both biomedical and clinical communities, and cover a wide range of applications ranging from predicting disease progression and estimating injury risk to planning surgical procedures.