Proteins perform a huge number of central functions in living organisms, thus all the new techniques allowing their precise, fast and accurate characterization at single-molecule level certainly represent a burst in proteomics with important biomedical impact. In this review, we describe the recent progresses in the developing of nanopore based devices for protein sequencing. We start with a critical analysis of the main technical requirements for nanopore protein sequencing, summarizing some ideas and methodologies that have recently appeared in the literature. In the last sections, we focus on the physical modelling of the transport phenomena occurring in nanopore based devices. The multiscale nature of the problem is discussed and, in this respect, some of the main possible computational approaches are illustrated.