Proton exchange membrane fuel cells (PEMFCs) have demonstrated their viability as a promising candidate for clean energy applications. However, performance of conventional PEMFC electrodes, especially the cathode electrode, suffers from low catalyst utilization and sluggish mass transport due to the randomly distributed components and tortuous transport pathways. Development of alternative architectures in which the electrode structure is controlled across a range of length scales provides a promising path toward overcoming these limitations. Here, we provide a comprehensive review of recent research and development of advanced electrode structures, organized by decreasing length-scale from the millimeter-scale to the nanometer-scale. Specifically, advanced electrode structures are categorized into five unique architectures for specific functions: (1) macro-patterned electrodes for enhanced macro-scale mass transport, (2) micro-patterned electrodes for enhanced micro-scale mass transport, (3) electrospun electrodes with fiber-based morphology for enhanced in-plane proton transport and through-plane O2 transport, (4) enhanced-porosity electrodes for improved oxygen transport through selective inclusion of void space, and (5) catalyst film electrodes for elimination of carbon corrosion and ionomer poisoning. The PEMFC performance results achieved from each alternative electrode structure are presented and tabulated for comparison with conventional electrode architectures. Moreover, analysis of mechanisms by which new electrode structures can improve performance is presented and discussed. Finally, an overview of current limitations and future research needs is presented to guide the development of electrode structures for next generation PEMFCs.