Over the last few years, optical, mid-infrared and X-ray surveys have brought to light a significant number of candidate obscured AGN and, among them, many Type 2 quasars, the long-sought after big cousins of local Seyfert 2 galaxies. However, despite the large amount of multi-wavelength data currently available, a proper census and a panchromatic view of the obscured AGN/quasar population are still missing, mainly due to observational limitations. Here we provide a review of recent results on the identification of obscured AGN, focusing primarily on the population of Type 2 quasars selected in the optical band from the Sloan Digital Sky Survey.