Eukaryotic cells contain hundreds of different lipid species that are not uniformly distributed among their membranes. For example, sphingolipids and sterols form gradients along the secretory pathway with the highest levels in the plasma membrane and the lowest in the endoplasmic reticulum. Moreover, lipids in late secretory organelles display asymmetric transbilayer arrangements with the aminophospholipids concentrated in the cytoplasmic leaflet. This lipid heterogeneity can be viewed as a manifestation of the fact that cells exploit the structural diversity of lipids in organizing intracellular membrane transport. Lipid immiscibility and the generation of phase-separated lipid domains provide a molecular basis for sorting membrane proteins into specific vesicular pathways. At the same time, energy-driven aminophospholipid transporters participate in membrane deformation during vesicle biogenesis. This review will focus on how selective membrane transport relies on a dynamic interplay between membrane lipids and proteins.