(1) Background: Glioblastoma is the most frequent and lethal primary tumor of the central nervous system. Through many years, research has brought various advances in glioblastoma treatment. At this time, glioblastoma management is based on maximal safe surgical resection, radiotherapy, and chemotherapy with temozolomide. Recently, bevacizumab has been added to the treatment arsenal for the recurrent scenario. Nevertheless, patients with glioblastoma still have a poor prognosis. Therefore, many efforts are being made in different clinical research areas to find a new alternative to improve overall survival, free-progression survival, and life quality in glioblastoma patients. (2) Methods: Our objective is to recap the actual state-of-the-art in glioblastoma treatment, resume the actual research and future perspectives on immunotherapy, as well as the new synthetic molecules and natural compounds that represent potential future therapies at preclinical stages. (3) Conclusions: Despite the great efforts in therapeutic research, glioblastoma management has suffered minimal changes, and the prognosis remains poor. Combined therapeutic strategies and delivery methods, including immunotherapy, synthetic molecules, natural compounds, and glioblastoma stem cell inhibition, may potentiate the standard of care therapy and represent the next step in glioblastoma management research.