Near infrared images from the COBE satellite presented the first clear evidence that our Milky Way galaxy contains a boxy shaped bulge. Recent years have witnessed a gradual paradigm shift in the formation and evolution of the Galactic bulge. Bulges were commonly believed to form in the dynamical violence of galaxy mergers. However, it has become increasingly clear that the main body of the Milky Way bulge is not a classical bulge made by previous major mergers, instead it appears to be a bar seen somewhat end-on. The Milky Way bar can form naturally from a precursor disk and thicken vertically by the internal firehose/buckling instability, giving rise to the boxy appearance. This picture is supported by many lines of evidence, including the asymmetric parallelogram shape, the strong cylindrical rotation (i.e., nearly constant rotation regardless of the height above the disk plane), the existence of an intriguing X-shaped structure in the bulge, and perhaps the metallicity gradients. We review the major theoretical models and techniques to understand the Milky Way bulge. Despite the progresses in recent theoretical attempts, a complete bulge formation model that explains the full kinematics and metallicity distribution is still not fully understood. Upcoming large surveys are expected to shed new light on the formation history of the Galactic bulge.
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