As we learn more about chronic lung diseases, we are seeing that an unbalanced immune system plays a key role in disease pathogenesis. Innate immune cells, particularly tissue-resident macrophages, are important navigators of immunity, both during infection and in non-communicable lung disease. In the lung, alveolar macrophages are considered some of the most critical and diverse immune cells, yet despite an array of studies over the years, alveolar macrophages remain poorly understood. In this review, we highlight the importance of alveolar macrophages in health and disease, and discuss how proteomics can be used to elucidate mechanistic information and identify potential targets for therapy development.