While all materials reduce their intrinsic volume under hydrostatic (uniform) compression, a select few actually expand along one or more directions during this process of densification. As rare as it is counterintuitive, such "negative compressibility" behaviour has application in the design of pressure sensors, artificial muscles and actuators. The recent discovery of surprisingly strong and persistent negative compressibility effects in a variety of new families of materials has ignited the field. Here we review the phenomenology of negative compressibility in this context of materials diversity, placing particular emphasis on the common structural motifs that recur amongst known examples. Our goal is to present a mechanistic understanding of negative compressibility that will help inform a clear strategy for future materials design.