Bulk Metallic Glasses (BMG) are metallic alloys that have the ability to solidify in an amorphous state. BMGs show enhanced properties, for instance, high hardness, strength, and excellent corrosion and wear resistance. BMGs produced by conventional methods are limited in size due to the high cooling rates required to avoid crystallization and the associated detrimental mechanical properties. Additive manufacturing (AM) techniques are a potential solution to this problem as the interaction between the heat source, e.g., laser, and the feedstock, e.g., powder, is short and confined to a small volume. However, producing amorphous parts with AM techniques with mechanical properties comparable to as-cast samples remains a challenge for most BMGs, and a complete understanding of the crystallization mechanisms is missing. This review paper tries to cover recent progress in this field and develop a thorough understanding of the correlation between different aspects of the topic. The following subjects are addressed: (i) AM techniques used for the fabrication of BMGs, (ii) particular BMGs used in AM, (iii) specific challenges in AM of BMGs such as the control of defects and crystallization, (iv) process optimization of mechanical properties, and (v) future trends.