One of the defining processes which govern massive star evolution is their continuous mass loss via dense, supersonic line-driven winds. In the case of those OB stars which also host a surface magnetic field, the interaction between that field and the ionized outflow leads to complex circumstellar structures known as magnetospheres. In this contribution, we review recent developments in the field of massive star magnetospheres, including current efforts to characterize the largest magnetosphere surrounding an O star: that of NGC 1624-2. We also discuss the potential of the `analytic dynamical magnetosphere (ADM) model to interpret multi-wavelength observations. Finally, we examine the possible effects of -- heretofore undetected -- small-scale magnetic fields on massive star winds and compare their hypothetical consequences to existing, unexplained observations.