Ocular drug delivery remains the focus of much modern research. Primary routes of administration include the surface, the intravitreal space, the subretinal space, and the subconjunctival space, each with its own series of unique challenges, limitations, and advantages. Each of these approaches requires careful consideration of the local anatomy, physical barriers, and key cells as well as the interface between the anatomy and the drug or drug system being delivered. While least invasive, the topical route poses a challenge with the many physical barriers that prevent drug penetration into the eye; while injection into the intravitreal, subretinal, and subconjunctival spaces are direct and targeted but limited due to the many internal clearance mechanisms and potential for damage to the eye. Polymeric-based, sustained-release drug delivery systems have been identified as a potential solution to many of these challenges; however, the design and successful implementation of a sustained-release system that is well-tolerated, bioactive, biocompatible, and degradable remains, in many cases, only in the early stages. The drugs and biomaterials in question also require special attention as small chemical changes could result in vastly different outcomes. This paper explores the anatomy and key cells of these four primary drug delivery routes as well as the interface between drug and drug delivery systems and the anatomy, reviewing the recent developments and current state of research in each area. Finally, this paper also examines the frequently used drugs and biomaterials found in ocular drug delivery and summarizes the primary interactions observed.