The origin of the cosmic rays at energies in excess of 1020 eV is puzzling the scientific community for several decades now. The mystery adds to the general problem of understanding the nature of the bulk of cosmic rays, that are usually assumed to be accelerated within the Milky Way. Here we summarize the main elements of the observations and propose some possible avenues to interpret these data. The upcoming experiments for the detection of ultra high energy cosmic rays are expected to find the answers to many of our current open problems, and in particular to lead to the identification of the sources.