Steroid hormones bind receptors in the cell nucleus and in the cell membrane. The most widely studied class of steroid hormone receptors are the nuclear receptors, named for their function as ligand-dependent transcription factors in the cell nucleus. Nuclear receptors, such as estrogen receptor alpha, can also be anchored to the plasma membrane, where they respond to steroids by activating signaling pathways independent of their function as transcription factors. Steroids can also bind integral membrane proteins, such as the G protein-coupled estrogen receptor. Membrane estrogen and progestin receptors have been cloned and characterized in vitro and influence the development and function of many organ systems. Membrane androgen receptors were cloned and characterized in vitro, but their function as androgen receptors in vivo is unresolved. We review the identity and function of membrane proteins that bind estrogens, progestins and androgens. We discuss evidence that membrane glucocorticoid and mineralocorticoid receptors exist, and whether glucocorticoid and mineralocorticoid nuclear receptors act at the cell membrane. In many cases, integral membrane steroid receptors act independently of nuclear steroid receptors, even though they may share a ligand.