Extracellular vesicles (EVs) are natural carriers produced by many different cell types that have a plethora of functions and roles that are still under discovery. This review aims to be a compendium on the current advancement in terms of EV modifications and re-engineering, as well as their potential use in nanomedicine. In particular, the latest advancements on artificial EVs are discussed, with these being the frontier of nanomedicine-based therapeutics. The first part of this review gives an overview of the EVs naturally produced by cells and their extraction methods, focusing on the possibility to use them to carry desired cargo. The main issues for the production of the EV-based carriers are addressed, and several examples of the techniques used to upload the cargo are provided. The second part focuses on the engineered EVs, obtained through surface modification, both using direct and indirect methods, i.e., engineering of the parental cells. Several examples of the current literature are proposed to show the broad variety of engineered EVs produced thus far. In particular, we also report the possibility to engineer the parental cells to produce cargo-loaded EVs or EVs displaying specific surface markers. The third and last part focuses on the most recent advancements based on synthetic and chimeric EVs and the methods for their production. Both top-down or bottom-up techniques are analyzed, with many examples of applications.