Vehicular Communication (VC) systems will greatly enhance intelligent transportation systems. But their security and the protection of their users privacy are a prerequisite for deployment. Efforts in industry and academia brought forth a multitude of diverse proposals. These have now converged to a common view, notably on the design of a security infrastructure, a Vehicular Public Key Infrastructure (VPKI) that shall enable secure conditionally anonymous VC. Standardization efforts and industry readiness to adopt this approach hint to its maturity. However, there are several open questions remaining, and it is paramount to have conclusive answers before deployment. In this article, we distill and critically survey the state of the art for identity and credential management in VC systems, and we sketch a roadmap for addressing a set of critical remaining security and privacy challenges.