Formation of the coronary vessels is a fundamental event in heart development. Congenital abnormalities in the coronary system can have major deleterious effects on heart function. It is also possible that subtle variation in the patterning of coronary vessels has significant but uncharacterized effects on myocardial structure and function. In addition, generation of the coronary vascular system represents a complex system for analysis of regulation of cell fate determination, cell and epithelial migration, epithelial/mesenchymal transition, and patterning of a complex three-dimensional structure. In this review, we present the descriptive embryology of this process as well as the recent data that shed light on the unique developmental mechanisms underlying generation of coronary vessels. This review also attempts to identify areas where additional research is needed and highlights the questions that must be answered for a meaningful understanding of coronary vessel development.