Prostaglandins (PGs) are a series of hormone-like chemical messengers and play a critical role in regulating physiological activity. The diversified therapeutic activities and complex molecular architectures of PGs have attracted special attention, and huge progress has been made in asymmetric total synthesis and discovery of pharmaceutically useful drug candidates. In the last 10 years, several powerful syntheses have emerged as new solutions to the problem of building PGs and represent major breakthroughs in this area. This review highlights the advances in methodologies for the asymmetric total synthesis of prostaglandins. The application of these methodologies in the syntheses of medicinally useful prostaglandins is also described. The study has been carefully categorized according to the key procedures involved in the syntheses of various prostaglandins, aiming to give readers an easy understanding of this chemistry and provide insights for further improvements.