Non-alcoholic fatty liver disease (NAFLD) is the most common liver disease in the world and its prevalence is rising. In the absence of disease progression, fatty liver poses minimal risk of detrimental health outcomes. However, advancement to non-alcoholic steatohepatitis (NASH) confers a markedly increased likelihood of developing severe liver pathologies, including fibrosis, cirrhosis, organ failure, and cancer. Although a substantial percentage of NAFLD patients develop NASH, the genetic and molecular mechanisms driving this progression are poorly understood, making it difficult to predict which patients will ultimately develop advanced liver disease. Deficiencies in mechanistic understanding preclude the identification of beneficial prognostic indicators and the development of effective therapies. Mouse models of progressive NAFLD serve as a complementary approach to the direct analysis of human patients. By providing an easily manipulated experimental system that can be rigorously controlled, they facilitate an improved understanding of disease development and progression. In this review, we discuss genetically- and chemically-induced models of NAFLD that progress to NASH, fibrosis, and liver cancer in the context of the major signaling pathways whose disruption has been implicated as a driving force for their development. Additionally, an overview of nutritional models of progressive NAFLD is provided.