Palladium-based membranes for hydrogen separation have been studied by several research groups during the last 40 years. Much effort has been dedicated to improving the hydrogen flux of these membranes employing different alloys, supports, deposition/production techniques, etc. High flux and cheap membranes, yet stable at different operating conditions are required for their exploitation at industrial scale. The integration of membranes in multifunctional reactors (membrane reactors) poses additional demands on the membranes as interactions at different levels between the catalyst and the membrane surface can occur. Particularly, when employing the membranes in fluidized bed reactors, the selective layer should be resistant to or protected against erosion. In this review we will also describe a novel kind of membranes, the pore-filled type membranes prepared by Pacheco Tanaka and coworkers that represent a possible solution to integrate thin selective membranes into membrane reactors while protecting the selective layer. This work is focused on recent advances on metallic supports, materials used as an intermetallic diffusion layer when metallic supports are used and the most recent advances on Pd-based composite membranes. Particular attention is paid to improvements on sulfur resistance of Pd based membranes, resistance to hydrogen embrittlement and stability at high temperature.