There is currently no generic, simple, low-cost method for affinity chromatographic purification of proteins in which the purified product is free of appended tags. Existing approaches for the purification of tagless proteins fall into two broad categories: (1) direct affinity-based capture of tag-free proteins that utilize affinity ligands specific to the target protein or class of target protein, and (2) removal of an appended affinity tag following tag-mediated protein capture. This paper reviews current state-of-the-art approaches for tagless protein purification in both categories, including specific examples of affinity ligands used for the capture of different classes of proteins and cleavage systems for affinity tag removal following chromatographic capture. A particular focus of this review is on recent developments in affinity tag removal systems utilizing split inteins.