Amyloid formation continues to be a widely studied area because of its association with numerous diseases, such as Alzheimer's and Parkinson's diseases. Despite a large body of work on protein aggregation and fibril formation, there are still significant gaps in our understanding of the factors that differentiate toxic amyloid formation in vivo from alternative misfolding pathways. In addition to proteins, amyloid fibrils are often associated in their cellular context with several types of molecule, including carbohydrates, polyanions, and lipids. This review focuses in particular on evidence for the presence of lipids in amyloid fibrils and the routes by which those lipids may become incorporated. Chemical analyses of fibril composition, combined with studies to probe the lipid distribution around fibrils, provide evidence that in some cases, lipids have a strong association with fibrils. In addition, amyloid fibrils formed in the presence of lipids have distinct morphologies and material properties. It is argued that lipids are an integral part of many amyloid deposits in vivo, where their presence has the potential to influence the nucleation, morphology, and mechanical properties of fibrils. The role of lipids in these structures is therefore worthy of further study.