In this chapter, we present a state-of-the-art review of several approaches to financial market modeling that may be classified as complexity-oriented. As the reader might expect, none of these models has successfully “solved” the market, nor have they made their authors millionaires. However, it is essential to acknowledge the efforts of researchers who have sought to apply complexity science to the modeling of financial systems. Their contributions have not only advanced our understanding of market dynamics, but have also provided a valuable testbed for a range of theoretical and computational ideas. This chapter is placed at the end of the book because a proper appreciation of these approaches requires the reader to have assimilated the theoretical foundations and methodological tools introduced earlier. Only with that background can the strengths and limitations of the various models be fully understood.