The number of malware is increasingly growing and they become more and more sophisticated. This is a sign that malware is nowadays a real industry, with investments, infrastructures, and skilled professionals organized in groups that look and behave like companies. Such a tumultuous development of the malware marketplace requires effective products which can overcome undetected security controls. The techniques adopted for achieving this goal are known as evasion techniques. This paper provides an overview of the most common evasion techniques that malware leverages and the challenges that researchers have to face for countering this phenomenon.