The Mediterranean is characterized with a large number of local winds. One region in the Mediterranean—the Balkan Peninsula or simply the Balkans—is particularly rich with local winds of different types including downslope and upslope winds, gap flows, and thermally induced breezes from land to sea and vice versa. This study presents the first comprehensive review of all currently known local winds in the Balkans, with coastal winds reviewed separately from inland winds. Besides providing the main climatological and dynamics characteristics of these winds, this paper also hints on the existence of various connections between several local winds that have not been reported previously. In total, this article lists 27 different local winds above the Balkans with 17 and 10 being coastal and inland winds, respectively. By far, the most researched local wind in the Balkans has been the Adriatic bora that blows along the Croatian coast. Interestingly, there are more papers investigating bora than the number of studies on all other winds in the Balkans. Local winds over the Adriatic have been explored more than the winds above the Aegean, and these, in turn, were investigated more often than the winds that blow over the Ionian and Black Seas. The most researched inland wind is the koshava wind that blows over the northern and central Serbia. Typical synoptic situations for most local winds are also provided with the note that the synoptic precursors of few local winds have not previously been documented. Lastly, this article discusses the prospects for further research in this field with the emphasis on the investigation of potential relationships between different local winds in this region.