The treatment of patients with ST-segment elevation myocardial infarction (STEMI) has changed dramatically since reperfusion therapy has been adopted more commonly, yet 5-10% of patients still develop cardiogenic shock and remain a therapeutic challenge in the setting of STEMI. In this review, we outline the available evidence from randomized controlled trials and registries, including risk factors, diagnostic tools, and various treatments. The main focus of this report is on the currently available treatment options (revascularization, intra-aortic balloon counterpulsation), emerging treatment options (percutaneous hemodynamic support, extracorporeal membrane oxygenation), and ongoing efforts to design systems of care to more efficiently care for these patients.