Biodiesel produced from by-products and waste materials can be an economical way of reducing traditional oil consumption and environmental problems. The by-products from the vegetable oil refining industry such as soapstock, acid oil and fatty acid distillates are suitable for producing biodiesel. The present work is a survey related to the use of these by-products to obtain biodiesel, covering not only the traditional and most widely used acid/base catalysis, but also solid and enzymatic catalysis. Details of the techniques are presented and compared. The advantages and drawbacks of the different approaches are mentioned and analyzed. The synthesis and use of by-products from the vegetable oil refining industry are covered in this work. The use of the obtained biodiesel in diesel engines is also included, demonstrating the disparity between the number of papers related to biodiesel production and engine performance assessment.