Four-membered nitrogen-containing heterocycles are highly desirable functional groups with synthetic and biological applications. Unsaturated 4-membered N-heterocycles, 1- and 2-azetines, are historically underexplored, but have recently been gaining increased interest due to the development of new synthetic methods to access these compounds, and to their potential as reactive intermediates. This review covers new strategies for the synthesis of 1- and 2-azetines with a particular focus on advances made since 2018. Additionally, the use of these compounds as intermediates to access other heterocycles (3- to 6-membered) and complex products is comprehensively discussed.