The study of human pulmonary immunity against Mycobacterium tuberculosis (M.tb) provides a unique window into the biological interactions between the human host and M.tb within the broncho-alveolar microenvironment, the site of natural infection. Studies of bronchoalveolar cells (BACs) and lung tissue evaluate innate, adaptive, and regulatory immune mechanisms that collectively contribute to immunological protection or its failure. In aerogenically M.tb-exposed healthy persons lung immune responses reflect early host pathogen interactions that may contribute to sterilization, the development of latent M.tb infection, or progression to active disease. Studies in these persons may allow the identification of biomarkers of protective immunity before the initiation of inflammatory and disease-associated immunopathological changes. In healthy close contacts of patients with tuberculosis (TB) and during active pulmonary TB, immune responses are compartmentalized to the lungs and characterized by an exuberant helper T-cell type 1 response, which as suggested by recent evidence is counteracted by local suppressive immune mechanisms. Here we discuss how exploring human lung immunity may provide insights into disease progression and mechanisms of failure of immunological protection at the site of the initial host-pathogen interaction. These findings may also aid in the identification of new biomarkers of protective immunity that are urgently needed for the development of new and the improvement of current TB vaccines, adjuvant immunotherapies, and diagnostic technologies. To facilitate further work in this area, methodological and procedural approaches for bronchoalveolar lavage studies and their limitations are also discussed.