The use of hydrogen peroxide (produced in situ or ex situ) as the main agent in oxidative processes of environmental pollutant removal is widely studied. The degradation of water pollutants, such as dyes, pharmaceuticals, cosmetics, petroleum derivatives, and even pathogens, has been successfully obtained by different techniques. This review gives an overview of the more recent methods developed to apply oxidative processes mediated by H2O2 and other reactive oxygen species (ROS) in environmental catalysis, with particular attention to the strategies (Fenton-like and Bio-Fenton, photo- and electro-catalysis) and the materials employed. A wide discussion about the characteristics of the materials specifically studied for hydrogen peroxide activation, as well as about their chemical composition and morphology, was carried out. Moreover, recent interesting methods for the generation and use of hydrogen peroxide by enzymes were also presented and their efficiency and applicability compared with the Fenton and electro-Fenton methods discussed above. The use of Bio-Fenton and bi-enzymatic methods for the in situ generation of ROS seems to be attractive and scalable, although not yet applied in full-scale plants. A critical discussion about the feasibility, criticalities, and perspectives of all the methods considered completes this review.