With increasing demand for customized commodities and the greater insight and understanding of olfaction, the synthesis of fragrances with diverse structures and odor characters has become a core task. Recent progress in organic synthesis and catalysis enables the rapid construction of carbocycles and heterocycles from readily available unsaturated molecular building blocks, with increased selectivity, atom economy, sustainability and product diversity. In this review, synthetic methods for creating cyclic fragrances, including both natural and synthetic ones, will be discussed, with a focus on the key transformations of alkenes, alkynes, dienes and enynes. Several strategies will be discussed, including cycloaddition, catalytic cyclization, ring-closing metathesis, intramolecular addition, and rearrangement reactions. Representative examples and the featured olfactory investigations will be highlighted, along with some perspectives on future developments in this area.