Membrane technologies have found a significant application in separation processes in an exceeding range of industrial fields. The crucial part that is decided regarding the efficiency and effectivity of separation is the type of membrane. The membranes deal with separation problems, working under the various mechanisms of transportation of selected species. This review compares significant types of entrapped matter (ions, compounds, and particles) within membrane technology. The ion-exchange membranes, molecularly imprinted membranes, smart membranes, and adsorptive membranes are investigated. Here, we focus on the selective separation through the above types of membranes and detect their preparation methods. Firstly, the explanation of transportation and preparation of each type of membrane evaluated is provided. Next, the working and application phenomena are evaluated. Finally, the review discusses the membrane modification methods and briefly provides differences in the properties that occurred depending on the type of materials used and the modification protocol.