Autoimmune diseases of the central nervous system (CNS) involve the migration of abnormal numbers of self-directed leukocytes across the blood-brain barrier that normally separates the CNS from the immune system. The cardinal lesion associated with neuroinflammatory diseases is the perivascular infiltrate, which comprises leukocytes that have traversed the endothelium and have congregated in a subendothelial space between the endothelial-cell basement membrane and the glial limitans. The exit of mononuclear cells from this space can be beneficial, as when virus-specific lymphocytes enter the CNS for pathogen clearance, or might induce CNS damage, such as in the autoimmune disease multiple sclerosis when myelin-specific lymphocytes invade and induce demyelinating lesions. The molecular mechanisms involved in the movement of lymphocytes through these compartments involve multiple signalling pathways between these cells and the microvasculature. In this review, we discuss adhesion, costimulatory, cytokine, chemokine and signalling molecules involved in the dialogue between lymphocytes and endothelial cells that leads to inflammatory infiltrates within the CNS, and the targeting of these molecules as therapies for the treatment of multiple sclerosis.