Alternative splicing is a well-characterized mechanism by which multiple transcripts are generated from a single mRNA precursor. By allowing production of several protein isoforms from one pre-mRNA, alternative splicing contributes to proteomic diversity. But what do we know about the origin of this mechanism? Do the same evolutionary forces apply to alternatively and constitutively splice exons? Do similar forces act on all types of alternative splicing? Are the products generated by alternative splicing functional? Why is "improper" recognition of exons and introns allowed by the splicing machinery? In this review, we summarize the current knowledge regarding these issues from an evolutionary perspective.