Nasal vaccination is a promising alternative to classical parental vaccination, as it is non-invasive and, in principle, capable of eliciting strong systemic and local immune responses. However, the protective efficacy of nasally administered antigens is often impaired because of delivery problems: free antigens are readily cleared from the nasal cavity, poorly absorbed by nasal epithelial cells and generally have low intrinsic immunogenicity. In this review paper, we describe the main physiological hurdles to nasal vaccine delivery, survey the progress made in technological approaches to overcome these hurdles and discuss emerging opportunities for improving nasal vaccines. According to current insights, encapsulation of the antigen into bioadhesive (nano)particles is a promising approach towards successful nasal vaccine delivery. These antigen-loaded particles can be tailor made by supplying them with targeting ligands, adjuvants or endosomal escape mediators to form the desired vaccine that provides long-lasting protective immunity.