After 40 years of its appearance, human immunodeficiency virus (HIV) infection remains a leading public health challenge worldwide. Since the introduction of antiretroviral treatment (ART), HIV infection has become a chronic condition, and people living with HIV could have life expectancies close to those of the general population. People with HIV often have an increased risk of infection or experience more severe morbidity following exposure to vaccine-preventable diseases. Nowadays, several vaccines are available against bacteria and viruses. However, national and international vaccination guidelines for people with HIV are heterogeneous, and not every vaccine is included. For these reasons, we aimed to perform a narrative review about the vaccinations available for adults living with HIV, reporting the most updated studies performed for each vaccine among this population. We performed a comprehensive literature search through electronic databases (Pubmed—MEDLINE and Embase) and search engines (Google Scholar). We included English peer-reviewed publications (articles and reviews) on HIV and vaccination. Despite widespread use and guideline recommendations, few vaccine trials have been conducted in people with HIV. In addition, not all vaccines are recommended for people with HIV, especially for those with low CD4 cells count. Clinicians should carefully collect the history of vaccinations and patients’ acceptance and preferences and regularly check the presence of antibodies for vaccine-preventable pathogens.