In recent decades, several explanations for vagrancy of North Asian bird species in Europe have been suggested. The explanations can typically be divided into two, non‐exclusive groups. Some cite weather factors as the primary cause of vagrancy, whereas others hypothesize an internal defect behind the phenomenon. In addition, some authors also suggest climate‐driven range expansion following breeding population increase as a contributing factor. In recent years, studies have been published that have provided clear evidence for the origin of vagrant birds, as well as the reasons for their vagrancy. Here we summarize current knowledge and conclude that weather, habitat use, feeding habit, breeding success and climate change are important factors that affect the vagrancy of birds, together with the number of observers playing an important role in contributing data. In the future, advances in technology such as the development of tracking systems and the extensive use of stable isotopes will make it possible to explain the causes of vagrancy more precisely, so further research in this area of ornithology is essential.