Sulfated glycosaminoglycans (heparan sulfate, chondroitin sulfate, dermatan sulfate, and keratan sulfate) are a family of complex polysaccharides ubiquitously, but not exclusively, distributed among mammals, found both in extracellular matrices and on cell surfaces. They play key roles in a myriad of physiological and pathological processes, including, among others, angiogenesis, cancer, immunity, and infectious diseases. Here the main issues concerning their chemical structure, biosynthesis, extraction, and purification from natural sources, structural characterization, as well as their most important biological functions are discussed.