Cytotoxic CD8(+) T lymphocytes kill infected cells that display major histocompatibility complex (MHC) class I molecules presenting peptides processed from pathogen proteins. In general, the peptides are proteolytically processed from newly made endogenous antigens in the cytosol and require translocation to the endoplasmic reticulum (ER) for MHC class I loading. This last task is performed by the transporters associated with antigen processing (TAP). Sampling of suspicious pathogen-derived proteins reaches beyond the cytosol, and MHC class I loading can occur in other secretory or endosomal compartments besides the ER. Peptides processed from exogenous antigens can also be presented by MHC class I molecules to CD8(+) T lymphocytes, in this case requiring delivery from the extracellular medium to the processing and MHC class I loading compartments. The endogenous or exogenous antigen can be processed before or after its transport to the site of MHC class I loading. Therefore, mechanisms that allow the full-length protein or processed peptides to cross several subcellular membranes are essential. This review deals with the different intracellular pathways that allow the traffic of antigens to compartments proficient in processing and loading of MHC class I molecules for presentation to CD8(+) T lymphocytes and highlights the need to molecularly identify the transporters involved.