Cysteine residues in proteins are subject to diverse redox chemistry. Oxidation of cysteine to S-nitrosocysteine, cysteine sulfenic and sulfinic acids, disulfides and persulfides are a few prominent examples of these oxidative post-translational modifications. In living organisms, these modifications often play key roles in cell signalling and protein function, but a full account of this biochemistry is far from complete. It is therefore an important goal in chemical biology to identify what proteins are subjected to these modifications and understand their physiological function. This review provides an overview of these modifications, how they can be detected and quantified using chemical probes, and how this information provides insight into their role in biology. This survey also highlights future opportunities in the study of cysteine redox chemistry, the challenges that await chemists and biologists in this area of study, and how meeting such challenges might reveal valuable information for biomedical science.