Important cellular processes such as inflammation, apoptosis, differentiation, and proliferation confer critical roles in the pathogenesis of human diseases. In the past decade, an emerging process named “autophagy” has generated intense interest in both biomedical research and clinical medicine. Autophagy is a regulated cellular pathway for the turnover of organelles and proteins by lysosomal-dependent processing. Although autophagy was once considered a bulk degradation event, research shows that autophagy selectively degrades specific proteins, organelles, and invading bacteria, a process termed “selective autophagy.” It is increasingly clear that autophagy is directly relevant to clinical disease, including pulmonary disease. This review outlines the principal components of the autophagic process and discusses the importance of autophagy and autophagic proteins in pulmonary diseases from COPD, α1-antitrypsin deficiency, pulmonary hypertension, acute lung injury, and cystic fibrosis to respiratory infection and sepsis. Finally, we examine the dual nature of autophagy in the lung, which has both protective and deleterious effects resulting from adaptive and maladaptive responses, and the challenge this duality poses for designing autophagy-based diagnostic and therapeutic targets in lung disease.