Many intracellular transport routes are still little explored. This is particularly true for retrograde transport between the plasma membrane and the endoplasmic reticulum. Shiga toxin B subunit has become a powerful tool to study this pathway, and recent advances on the molecular mechanisms of transport in the retrograde route and on its physiological function(s) are summarized. Furthermore, it is discussed how the study of retrograde transport of Shiga toxin B subunit allows one to design new methods for the intracellular delivery of therapeutic compounds.