Sequence database search engines are bioinformatics algorithms that identify peptides from tandem mass spectra using a reference protein sequence database. Two decades of development, notably driven by advances in mass spectrometry, have provided scientists with more than 30 published search engines, each with its own properties. In this review, we present the common paradigm behind the different implementations, and its limitations for modern mass spectrometry datasets. We also detail how the search engines attempt to alleviate these limitations, and provide an overview of the different software frameworks available to the researcher. Finally, we highlight alternative approaches for the identification of proteomic mass spectrometry datasets, either as a replacement for, or as a complement to, sequence database search engines.