The WHO Classification of Soft Tissue and Bone Tumors currently recognizes four categories of undifferentiated small round cell sarcoma: Ewing sarcoma, round cell sarcoma with EWSR1-non-ETS fusions including NFATc2 and PATZ1, CIC-rearranged sarcoma, and sarcoma with BCOR genetic alterations. These neoplasms frequently pose significant diagnostic challenges due to rarity and overlapping morphologic and immunohistochemical findings. Further, molecular testing, with accompanying pitfalls, may be needed to establish a definitive diagnosis. This review summarizes the clinical, histologic, immunohistochemical, and molecular features of these neoplasms. In addition, differential diagnosis and areas of uncertainty and ongoing investigation are discussed.