The insides of cells can be viewed as a treasure trove of targets for therapeutic intervention of diseases or as deposits for contrasting agents. Increasingly the molecules that need to be delivered to the inside of cells for these purposes are macromolecular and membrane impermeable. Cell penetrating peptides (CPPs) have proven abilities to deliver a range of macromolecular cargo into cells thus raising their profile as potential delivery vectors for wide-ranging applications. There is evidence to suggest that CPPs first enter cells through endocytosis and that cytosolic delivery is mediated across endolysosomal membranes. Their capacity to do this, over direct plasma membrane translocation, is likely to depend on the nature and size of the cargo. Cells use a range of endocytic routes to facilitate entry from well characterised pathways regulated by clathrin to more recently discovered and less characterised pathways regulated by clathrin independent mechanisms. These are likely to determine the intracellular fate of cell delivery vectors including those based on cell penetrating peptides. Thus gaining accurate knowledge of their endocytic uptake and traffic is an important characterisation criteria for progress in this field. This review describes the different endocytic pathways that have been identified in mammalian cells and specific reports that have studied the uptake mechanisms and endocytic traffic of cell penetrating peptides and their associated cargo. These cargoes range from short peptides to an increasing library of nanoparticles such as quantum dots, liposomes and polymeric dendrimers. The studies highlight the effectiveness of cell penetrating peptides for delivering these entities into a diverse array of cell types using different endocytic pathways. This is shown using microscopy based colocalisation analysis with the few specific endocytic probes available, and chemical inhibitors of endocytosis that suffer from lack of specificity. Overall, more specific probes, inhibitors and novel technologies are required for accurate characterisation of cellular dynamics of cell penetrating peptide conjugates thus allowing them to reach their full potential as vectors for therapeutics and other payloads.