The knowledge of the intrinsic three-dimensional (3D) structure of galaxy components provides crucial information about the physical processes driving their formation and evolution. In this paper I discuss the main developments and results in the quest to better understand the 3D shape of galaxy bulges. I start by establishing the basic geometrical description of the problem. Our understanding of the intrinsic shape of elliptical galaxies and galaxy discs is then presented in a historical context, in order to place the role that the 3D structure of bulges play in the broader picture of galaxy evolution. Our current view on the 3D shape of the Milky Way bulge and future prospects in the field are also depicted.