Blood oxygenation is a fundamental factor in optimising muscular activity. Enhancement of oxygen delivery to tissues is associated with a substantial improvement in athletic performance, particularly in endurance sports. Progress in medical research has led to the identification of new chemicals for the treatment of severe anaemia. Effective and promising molecules have been created and sometimes used for doping purposes. The aim of this review is to present methods, and drugs, known to be (or that might be) used by athletes to increase oxygen transport in an attempt to improve endurance capacity. These methods and drugs include: (i) blood transfusion; (ii) endogenous stimulation of red blood cell production at altitude, or using hypoxic rooms, erythropoietins (EPOs), EPO gene therapy or EPO mimetics; (iii) allosteric effectors of haemoglobin; and (iv) blood substitutes such as modified haemoglobin solutions and perfluorochemicals. Often, new chemicals are used before safety tests have been completed and athletes are taking great health risks. Such new chemicals have also created the need for new instrumental strategies in doping control laboratories, but not all of these chemicals are detectable. Further progress in analytical research is necessary.