The state of well-being and health of our body is regulated by the fine osmotic and biochemical balance established between the cells of the different tissues, organs, and systems. Specific districts of the human body are defined, kept in the correct state of functioning, and, therefore, protected from exogenous or endogenous insults of both mechanical, physical, and biological nature by the presence of different barrier systems. In addition to the placental barrier, which even acts as a linker between two different organisms, the mother and the fetus, all human body barriers, including the blood-brain barrier (BBB), blood-retinal barrier, blood-nerve barrier, blood-lymph barrier, and blood-cerebrospinal fluid barrier, operate to maintain the physiological homeostasis within tissues and organs. From a pharmaceutical point of view, the most challenging is undoubtedly the BBB, since its presence notably complicates the treatment of brain disorders. BBB action can impair the delivery of chemical drugs and biopharmaceuticals into the brain, reducing their therapeutic efficacy and/or increasing their unwanted bioaccumulation in the surrounding healthy tissues. Recent nanotechnological innovation provides advanced biomaterials and ad hoc customized engineering and functionalization methods able to assist in brain-targeted drug delivery. In this context, lipid nanocarriers, including both synthetic (liposomes, solid lipid nanoparticles, nanoemulsions, nanostructured lipid carriers, niosomes, proniosomes, and cubosomes) and cell-derived ones (extracellular vesicles and cell membrane-derived nanocarriers), are considered one of the most successful brain delivery systems due to their reasonable biocompatibility and ability to cross the BBB. This review aims to provide a complete and up-to-date point of view on the efficacy of the most varied lipid carriers, whether FDA-approved, involved in clinical trials, or used in in vitro or in vivo studies, for the treatment of inflammatory, cancerous, or infectious brain diseases.