HIV-infected individuals who maintain control of virus without antiretroviral therapy (ART) are called HIV controllers. The immune responses of these individuals suppress HIV viral replication to low levels or, in the case of elite controllers, to undetectable levels. Although some research indicates a role for inferior virulence of the infecting viral strain in natural control, perhaps by way of defective Nef protein function, we find that the majority of research in HIV controllers highlights CD8 T cells as the main suppressor of viral replication. The most convincing evidence for this argument lies in the strong correlation between certain HLA-I alleles, especially B*57, and HIV control status, a finding that has been replicated by many groups. However, natural control can also occur in individuals lacking these specific HLA alleles, and our understanding of what constitutes an effective CD8 T-cell response remains an incomplete picture. Recent research has broadened our understanding of natural HIV control by illustrating the interactions between different immune cells, including innate immune effectors and antigen-presenting cells. For many years, the immune responses of the natural HIV controllers have been studied for clues on how to achieve functional cure in the rest of the HIV-infected population. The goal of a future functional cure to HIV is one where HIV-infected individuals' immune responses are able to suppress virus long-term without requiring ART. This review highlights recent advances in our understanding of how HIV controllers' natural immune responses are able to suppress virus.