The U.S. Food and Drug Administration has recently withdrawn approval for 17-α hydroxyprogesterone caproate for prevention of recurrent preterm birth, and recent studies have called into question benefits of the pessary in the setting of a short cervix. Obstetric health care professionals are once again left with limited remaining options for preterm birth prevention. This narrative review summarizes the best current evidence on the use of vaginal progesterone, low-dose aspirin, and cerclage for the prevention of preterm birth; attempts to distill possible lessons learned from studies of progesterone and pessary, as well as their implementation into practice; and highlights areas where inroads into preterm birth prevention may be possible outside of the progesterone–aspirin–cerclage paradigm.