During the past 20 years, scientists have focused their efforts in the quest of real solutions in which the neural signals produced inside the human brain could be connected with computers or artificial prostheses that in a near future could be used to restore the mobility and communication abilities of patients with some damage in the central nervous system. In this paper, the procedure to control an artificial device with the thought is explained; the techniques used to extract the neural activity from the brain are classified and compared to establish their advantages, drawbacks, and future development. In addition, the main breakthroughs so far in brain-machine interfaces are described.