Oral delivery is preferred over other routes of drug administration by both patients and physicians. The bioavailability of some therapeutics that are delivered via the oral route is restricted due to the protease- and bacteria-rich environment in the gastrointestinal tract, and by the pH variability along the delivery route. Given these harsh environments, the oral delivery of therapeutic macromolecules is complicated and remains challenging. Various formulation approaches, including the use of permeation enhancers and nanosized carriers, as well as chemical alteration of the drug structure, have been studied as ways to improve the oral absorption of macromolecular drugs. Nevertheless, the bioavailability of marketed oral peptide medicines is often relatively poor. This review highlights the most recent and promising physical methods for improving the oral bioavailability of macromolecules such as peptides. These methods include microneedle injections, high-speed stream injectors, magnetic drug targeting, expandable hydrogels, and iontophoresis. We highlight the potential and challenges of these new technologies, which may impact the future approaches used by pharmaceutical companies to create more efficient and safer orally administered macromolecules.