Bacterial sigma (sigma) factors are an essential component of RNA polymerase and determine promoter selectivity. The substitution of one sigma factor for another can redirect some or all of the RNA polymerase in a cell to activate the transcription of genes that would otherwise be silent. As a class, alternative sigma factors play key roles in coordinating gene transcription during various stress responses and during morphological development. The extracytoplasmic function (ECF) sigma factors are small regulatory proteins that are quite divergent in sequence relative to most other sigma factors. Many bacteria, particularly those with more complex genomes, contain multiple ECF sigma factors and these regulators often outnumber all other types of sigma factor combined. Examples include Bacillus subtilis (7 ECF sigma factors), Mycobacterium tuberculosis (10), Caulobacter crescentus (13), Pseudomonas aeruginosa (approximately 19), and Streptomyces coelicolor (approximately 50). The roles and mechanisms of regulation for these various ECF sigma factors are largely unknown, but significant progress has been made in selected systems. As a general trend, most ECF sigma factors are cotranscribed with one or more negative regulators. Often, these include a transmembrane protein functioning as an anti-sigma factor that binds, and inhibits, the cognate sigma factor. Upon receiving a stimulus from the environment, the sigma factor is released and can bind to RNA polymerase to stimulate transcription. In many ways, these anti-sigma:sigma pairs are analogous to the more familiar two-component regulatory systems consisting of a transmembrane histidine protein kinase and a DNA-binding response regulator. Both are mechanisms of coordinating a cytoplasmic transcriptional response to signals perceived by protein domains external to the cell membrane. Here, I review current knowledge of some of the better characterized ECF sigma factors, discuss the variety of experimental approaches that have proven productive in defining the roles of ECF sigma factors, and present some unifying themes that are beginning to emerge as more systems are studied.