The ability of bacterial core RNA polymerase (RNAP) to interact with different σ factors, thereby forming a variety of holoenzymes with different specificities, represents a powerful tool to coordinately reprogram gene expression. Extracytoplasmic function σ factors (ECFs), which are the largest and most diverse family of alternative σ factors, frequently participate in stress responses. The classification of ECFs in 157 different groups according to their phylogenetic relationships and genomic context has revealed their diversity. Here, we have clustered 55 ECF groups with experimentally studied representatives into two broad classes of stress responses. The remaining 102 groups still lack any mechanistic or functional insight, representing a myriad of systems yet to explore. In this work, we review the main features of ECFs and discuss the different mechanisms controlling their production and activity, and how they lead to a functional stress response. Finally, we focus in more detail on two well-characterized ECFs, for which the mechanisms to detect and respond to stress are complex and completely different: Escherichia coli RpoE, which is the best characterized ECF and whose structural and functional studies have provided key insights into the transcription initiation by ECF-RNAP holoenzymes, and the ECF15-type EcfG, the master regulator of the general stress response in Alphaproteobacteria.