Glycolipids represent a broad class of natural products structurally featured by a glycosidic fragment linked to a lipidic molecule. Despite the large structural variety of these glycoconjugates, they can be classified into three main groups, i.e., glycosphingolipids, glycoglycerolipids, and atypical glycolipids. In the particular case of glycolipids derived from marine sources, an impressive variety in their structural features and biological properties is observed, thus making them prime targets for chemical synthesis. In the present review, we explore the chemistry and biology of this class of compounds.