Among various pollutants, mercury has a significant impact on the environment, human beings, and wildlife with its different forms, namely, elemental mercury (Hg-0), oxidized mercury (Hg2+), and particle-bound mercury (Hg-p). Mercury dispersions mainly occur from coal burning, which is the world's major energy source. Among the three forms, Hg2+ and Hg-p are relatively easy to remove from the flue gas by employing typical air pollution control devices; on the other hand, Hg-0 is difficult to remove. Various methods are available to detain elemental mercury. Recent developments in mercury removal options, especially during the last years, are reviewed. Main concentration has been focused on the removal methods of elemental mercury by novel sorbents and catalytic systems. A current challenge is to develop novel nanomaterials meeting rigorous requirements (easy separation, recyclability, and cost-effectiveness) for eventual exploitation.