Neonates are more susceptible to some pathogens, particularly those that cause infection in the respiratory tract. This is often attributed to an incompletely developed immune system, but recent work demonstrates effective neonatal immune responses to some infection. The emerging view is that neonates have a distinctly different immune response that is well-adapted to deal with unique immunological challenges of the transition from a relatively sterile uterus to a microbe-rich world, tending to suppress potentially dangerous inflammatory responses. Problematically, few animal models allow a mechanistic examination of the roles and effects of various immune functions in this critical transition period. This limits our understanding of neonatal immunity, and therefore our ability to rationally design and develop vaccines and therapeutics to best protect newborns. This review summarizes what is known of the neonatal immune system, focusing on protection against respiratory pathogens and describes challenges of various animal models. Highlighting recent advances in the mouse model, we identify knowledge gaps to be addressed.