In this review I discuss different theories of the formation of OB associations in the Milky Way, and provide the observational evidences in support of them. In fact, the second release of Gaia astrometric data (April 2018) is revolutionising the field, because it allows us to unravel the 3D structure and kinematics of stellar associations with unprecedented details by providing precise distances and a solid membership assessment. As an illustration, I summarise some recent studies on three OB associations: Cygnus OB2, Vela OB2, and Scorpius OB1, focussing in more detail to Sco OB1. A multi-wavelength study, in tandem with astrometric and kinematic data from Gaia DR2, seems to lend support, at least in this case, to a scenario in which star formation is not monolithic. As a matter of fact, besides one conspicuous star cluster, NGC 6231, and the very sparse star cluster Trumpler 24, there are several smaller groups of young OB and pre-main sequence stars across the association, indicating that star formation is highly structured and with no preferred scale. A new revolution is expected with the incoming much awaited third release of Gaia data.
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