Progressive multiple sclerosis (PMS) is an immune-initiated neurodegenerative condition that lacks effective therapies. Although peripheral immune infiltration is a hallmark of relapsing-remitting MS (RRMS), PMS is associated with chronic, tissue-restricted inflammation and disease-associated reactive glial states. The effector functions of disease-associated microglia, astrocytes, and oligodendrocyte lineage cells are beginning to be defined, and recent studies have made significant progress in uncovering their pathologic implications. In this review, we discuss the immune-glia interactions that underlie demyelination, failed remyelination, and neurodegeneration with a focus on PMS. We highlight the common and divergent immune mechanisms by which glial cells acquire disease-associated phenotypes. Finally, we discuss recent advances that have revealed promising novel therapeutic targets for the treatment of PMS and other neurodegenerative diseases.