Cardiogenic shock complicates about 5% to 8% of all admissions for acute myocardial infarction, and despite advancement in treatment over the past 50 years, mortality remains unacceptably high. Management with vasoactive agents after revascularization can have its limitations and thus mechanical circulatory support is often initiated. Intra-aortic balloon pumps (IABPs) are the devices most commonly used worldwide. IABPs appeared to improve mortality when used along with fibrinolytic therapy but may not when used along with percutaneous coronary interventions. Extracorporeal membrane oxygenation (ECMO) is utilized in the setting of worsening tissue perfusion despite inotropes and IABP utilization. Although retrospective studies show some mortality benefit, randomized prospective studies have not yet demonstrated ECMO to be advantageous either with or without IABP. Percutaneous left ventricular assist devices such as TandemHeart® and Impella are easier to institute than ECMO and are better for hemodynamics compared with the IABP but also have not yet shown a mortality benefit. More randomized studies are needed to define the most appropriate role of the various mechanical support devices in cardiogenic shock.