The completion of the human genome sequencing project has identified approximately 720 genes that belong to the G-protein coupled receptor (GPCR) superfamily. Approximately half of these genes are thought to encode sensory receptors. Of the remaining 360 receptors, the natural ligand has been identified for approximately 210 receptors, leaving 150 so-called orphan GPCRs with no known ligand or function. The identification of ligands active at orphan GPCRs has been achieved through the development of a number of experimental approaches, including the screening of putative small molecule and peptide ligands, reverse pharmacology, and the use of bioinformatics to predict candidate ligands. In this review, we discuss the methodologies developed for the identification of ligands at orphan GPCRs and include examples of their successful application.