The assessment of volatile breath biomarkers has been targeted with a lot of interest by the scientific and medical communities during the past decades due to their suitability for an accurate, painless, non-invasive, and rapid diagnosis of health states and pathological conditions. This paper reviews the most relevant bibliographic sources aiming to gather the most pertinent volatile organic compounds (VOCs) already identified as putative cancer biomarkers. Here, a total of 265 VOCs and the respective bibliographic sources are addressed regarding their scientifically proven suitability to diagnose a total of six carcinogenic diseases, namely lung, breast, gastric, colorectal, prostate, and squamous cell (oesophageal and laryngeal) cancers. In addition, future trends in the identification of five other forms of cancer, such as bladder, liver, ovarian, pancreatic, and thyroid cancer, through perspective volatile breath biomarkers are equally presented and discussed. All the results already achieved in the detection, identification, and quantification of endogenous metabolites produced by all kinds of normal and abnormal processes in the human body denote a promising and auspicious future for this alternative diagnostic tool, whose future passes by the development and employment of newer and more accurate collection and analysis techniques, and the certification for utilisation in real clinical scenarios.