Pituitary tumors, the most frequent intracranial tumors, are historically considered benign. However, various pieces of clinical evidence and recent advances in pathological and molecular data suggest the need to consider that these tumors are more than an endocrinological disease despite the low incidence of metastasis. We present here a historical and critical review of the classifications of pituitary tumors, including a new prognostic clinicopathological classification based on tumor size, immunohistological subtype (prolactin (PRL), growth hormone (GH), follicle-stimulating hormone and luteinizing hormone (FSH-LH), adrenocorticotropic hormone (ACTH), and thyroid-stimulating hormone (TSH)), and five grades, which take into account invasion and proliferation of the tumors. We also present a brief review of the main markers of tumor behavior. We believe that a better classification of these tumors and the identification of prognostic markers will help the clinician to choose the appropriate therapeutic management.