Aggressive pituitary tumors are a subset of pituitary neoplasms, characterized by unusually fast growth rate, invasiveness and overall resistance to optimized standard treatment. When metastases are present, the term pituitary carcinoma is employed. After failure of standard treatments, current guidelines recommend first-line temozolomide monotherapy. However, a significant number of patients do not respond to temozolomide, or experience disease progression following its discontinuation; in these latter cases, re-challenge with temozolomide is generally advised, although the reported outcomes have been less satisfactory. Although no alternative therapies have been formally recommended after temozolomide failure, growing evidence regarding potential second- or third-line therapeutic strategies has emerged. In the present work, we reviewed the available evidence published up to April 2023 involving the most relevant therapies employed so far, namely immune checkpoint inhibitors, bevacizumab, peptide radionuclide receptor therapy, tyrosine kinase inhibitors and mTOR inhibitors. For each treatment, we report efficacy and safety outcomes, along with data regarding potential predictors of response. Overall, immune checkpoint inhibitors and bevacizumab are showing the most promise as therapeutic options after temozolomide failure. The former showed better responses in pituitary carcinomas. Peptide radionuclide receptor therapy has also showed some efficacy in these tumors, while tyrosine kinase inhibitors and mTOR inhibitors have exhibited so far limited or no efficacy. Further studies, as well as an individualized, patient-tailored approach, are clearly needed. In addition, we report an unpublished case of a silent corticotroph pituitary carcinoma that progressed under dual immunotherapy, and then showed stable disease under a combination of lomustine and bevacizumab.