We review the main results from several radio, X-ray and multi-frequency surveys on the topic of cosmological evolution of BL Lacertae objects. Updated findings on BL Lac evolution following the recent identification of many sources in the ``Sedentary Multi-Frequency survey are also discussed. By means of extensive Monte Carlo simulations we test some possible explanations for the peculiar cosmological evolution of BL Lacs. We find that a dependence of the relativistic Doppler factor on radio luminosity (as expected within the beaming scenario) may induce low values of V/V_max and that both edge effects at the low luminosity end of the BL Lacs radio luminosity function, and incompleteness at faint optical magnitudes may be the cause of the low V/V_max found for extreme HBL sources in X-ray selected samples.