Chronic inflammatory responses in the lung of patients with stable mild-to-severe forms of chronic obstructive pulmonary disease (COPD) play a central role in the definition, comprehension and monitoring of the disease state. A better understanding of the COPD pathogenesis cannot avoid a detailed knowledge of these inflammatory changes, altering the functional health of the lung during the disease progression. We summarize and discuss the role and principal functions of the inflammatory cells populating the large, small airways and lung parenchyma of patients with COPD of increasing severity in comparison with healthy control subjects: T and B lymphocytes, NK and innate lymphoid cells, macrophages, and neutrophils. The differential inflammatory distribution in large and small airways of patients is also discussed. Furthermore, relevant cellular mechanisms controlling the homeostasis and the "normal" balance of these inflammatory cells and of structural cells in the lung, such as autophagy, apoptosis, necroptosis and pyroptosis are as well presented and discussed in the context of the COPD severity.