Brain metastases are the most commonly diagnosed type of central nervous system tumor, yet the mechanisms of their occurrence are still widely unknown. Lung cancer, breast cancer, and melanoma are the most common etiologies, but renal and colorectal cancers have also been described as metastasizing to the brain. Regardless of their origin, there are common mechanisms for progression to all types of brain metastases, such as the creation of a suitable tumor microenvironment in the brain, priming of tumor cells, adaptations to survive spreading in lymphatic and blood vessels, and development of mechanisms to penetrate the blood-brain barrier. However, there are complex genetic and molecular interactions that are specific to every type of primary tumor, making the understanding of the metastatic progression of tumors to the brain a challenging field of study. In this review, we aim to summarize current knowledge on the pathophysiology of brain metastases, from specific genetic characteristics of commonly metastatic tumors to the molecular and cellular mechanisms involved in progression to the central nervous system. We also briefly discuss current challenges in targeted therapies for brain metastases and how there is still a gap in knowledge that needs to be overcome to improve patient outcomes.