Currently, there is great global research interest in the use of novel methods of protection against agricultural, storage, and urban pests, particularly in the use of botanical substances and nontoxic materials. To ensure efficacy and safety, botanical and synthetic insecticides must be properly formulated and delivered in a species‐specific way to their pest targets. The wide diversity of pests and environments—globally occurring at farms and food industry facilities—has inevitably resulted in a massive proliferation of application formulations and approaches. Although there are excellent summaries on particular aspects of the usage of synthetic and botanical pesticides, a general overview of application formulations on stored‐product and food‐associated pests is not currently available. This review provides an inventory of current and historical pesticide formulations. Its structure follows the traditional insecticide categorization based on four physical formulation types: gas, liquid, gel/foam, and solid. The review documents renewed research interest in optimizing traditional methods, such as insecticide baits, aerosols, sprays, fumigants, and inert gases, as well as the feasibility of integrating these methods with natural insecticides and physical measures (e.g., low temperatures) as combined application approaches. Several emerging technologies of pesticide formulations have been identified; they include electrostatic dusts or sprays, nanoparticles, hydrogels, inert baits with synthetic attractants, biodegradable cyanogenic protective coatings of grain, and RNA‐based gene silencing compounds encapsulated in baits. Traditional and new formulations of natural compounds, including inert dust (diatomaceous earth) and botanicals (essential oils), have been considered as non‐synthetic chemical control solutions for organic food production in developed countries and as affordable home‐made insecticides in developing countries. The authors hope that the general coverage and extensive photographic documentation will make this review useful not only for scientists but also for students and practitioners.