I will review the cosmological constant problem as a serious challenge to our notion of naturalness in Physics. Weinberg’s no go theorem is worked through in detail. I review a number of proposals possibly including Linde's universe multiplication, Coleman's wormholes, the fat graviton, and SLED, to name a few. Large distance modifications of gravity are also discussed, with causality considerations pointing towards a global modification as being the most sensible option. The global nature of the cosmological constant problem is also emphasized, and as a result, the sequestering scenario is reviewed in some detail, demonstrating the cancellation of the Standard Model vacuum energy through a global modification of General Relativity.