Attenuation of ultrashort THz pulses poses a significant technological challenge due to the broadband nature of such light pulses. Several methods exist for this purpose, including crossed wire grid polarizers, high refractive index, high resistivity silicon wafers, and ultrathin metal films. In this review, we discuss the operational principles of these methods, and highlight some of the advantages and potential pitfalls of the methods. We describe the limits of high-frequency operation of wire grid polarizers, relevant for contemporary ultra-broadband THz sources in air photonics. We discuss the effects of multiple reflections and interference in sequences of silicon wafers for attenuation, and finally discuss the potential of using ultrathin metallic films for broadband attenuation.