"Aggressive" multiple sclerosis (MS) is still a challenging diagnosis, in spite of the relevant progresses concerning the comprehension of the disease mechanisms, especially through pathology studies and the advent of conventional magnetic resonance imaging (MRI). Some reviews have been already published on their clinical and therapeutical aspects, but no systematic review is available in literature about the neuroradiological features, using both conventional and advanced techniques. In particular, advanced MRI techniques, namely diffusion-weighted and tensor imaging, magnetization transfer imaging, and proton magnetic resonance spectroscopy, are giving new insights to find specific and appropriate radiological parameters that can help in targeting the diagnosis. We report a review of literature on the neuroradiological findings of aggressive forms of MS, focusing specifically on the role of advanced MRI techniques in the diagnostic phase and during follow-up.