Exposure to high levels of air pollution can cause a variety of adverse health outcomes. Air quality in developed countries has been generally improved over the last three decades. However, many recent epidemiological studies have consistently shown positive associations between low-level exposure to air pollution and health outcomes. Thus, adverse health effects of air pollution, even at relatively low levels, remain a public concern. This paper aims to provide an overview of recent research development and contemporary methodological challenges in this field and to identify future research directions for air pollution epidemiological studies.