Bulk metallic glasses (BMGs) have desirable properties like high strength and low modulus, but their toughness can show much variation, depending on the kind of test as well as alloy chemistry. This article reviews the type of toughness tests commonly performed and the factors influencing the data obtained. It appears that even the less-tough metallic glasses are tougher than oxide glasses. The current theories describing the links between toughness and material parameters, including elastic constants and alloy chemistry (ordering in the glass), are discussed. Based on the current literature, a few important issues for further work are identified.