Drug delivery is essential to provide correct treatments in many ways. The critical points in any drug delivery method are patient compliance, maximum efficacy in therapy, minimum toxicity, and enabling new medical treatments. Pulmonary drug delivery is one way of delivering therapeutics locally and systemically. The lung microenvironment and mechanical and biological barriers must be surpassed for successful drug delivery. This makes the delivery challenging. Formulations that can be delivered through the lung and have a responsive character are of great interest since they can hold the key to the successful delivery of therapeutics. This review has gathered fundamental studies related to materials (polymeric, lipidic, inorganic, and biomolecules) that are responsive to pH, enzymes, ROS, magnetism, and other variables, and it shows the advances and applications in pulmonary drug delivery for different diseases in vitro as well as in vivo.