Over the years, several chemical reactions have been developed that enable the covalent conjugation of synthetic molecules to natural proteins. The resulting bioconjugates have become important tools in the study of natural proteins. Furthermore, they form a new class of protein-based pharmaceuticals and biomaterials. However, classical bioconjugation reactions to natural amino acids suffer from poor site-specificity. To overcome this problem, a variety of uniquely reactive non-natural amino acids have recently been designed. These can be incorporated into proteins by specifically engineered bacterial strains. Such reactive non-natural amino acids create new possibilities for bio-orthogonal conjugation to proteins. This review first gives an overview of the various methods for site-specific introduction of non-natural amino acids into proteins. Both semisynthetic and entirely recombinant methods are addressed. Then, a detailed description is given of the reactive non-natural amino acids that have already been recombinantly introduced into proteins. The bio-orthogonal reactions that can be used for conjugation to these reactive non-natural amino acids are also discussed. These include the alkyne/azide 'click' reaction, carbonyl condensations, Michael-type additions, and Mizoroki-Heck substitutions.