Exposure to particulate matter (PM) has been associated with a wide range of adverse health effects, but it is still unclear how particles from various transport modes differ in terms of toxicity and associations with different human health outcomes. This literature review aims to summarize toxicological and epidemiological studies of the effect of ultrafine particles (UFPs), also called nanoparticles (NPs, <100 nm), from different transport modes with a focus on vehicle exhaust (particularly comparing diesel and biodiesel) and non-exhaust as well as particles from shipping (harbor), aviation (airport) and rail (mainly subway/underground). The review includes both particles collected in laboratory tests and the field (intense traffic environments or collected close to harbor, airport, and in subway). In addition, epidemiological studies on UFPs are reviewed with special attention to studies aimed at distinguishing the effects of different transport modes. Results from toxicological studies indicate that both fossil and biodiesel NPs show toxic effects. Several in vivo studies show that inhalation of NPs collected in traffic environments not only impacts the lung, but also triggers cardiovascular effects as well as negative impacts on the brain, although few studies compared NPs from different sources. Few studies were found on aviation (airport) NPs, but the available results suggest similar toxic effects as traffic-related particles. There is still little data related to the toxic effects linked to several sources (shipping, road and tire wear, subway NPs), but in vitro results highlighted the role of metals in the toxicity of subway and brake wear particles. Finally, the epidemiological studies emphasized the current limited knowledge of the health impacts of source-specific UFPs related to different transport modes. This review discusses the necessity of future research for a better understanding of the relative potencies of NPs from different transport modes and their use in health risk assessment.