Air pollution is responsible for 3.7 million premature deaths worldwide each year. The number of initiatives aimed at improving air quality is growing, and it is necessary to document the health impacts of these measures to improve prevention. A literature review was conducted to identify studies measuring the health effects of interventions aimed at reducing air pollution. This work also helped determine the steps to consider before implementing such a study. This literature review was based on two recent literature reviews and on studies published since 2011. The articles included in this review address seven types of interventions: those affecting motor vehicle traffic, residential heating, major sporting events, changes in fuel composition, plant closures, and interventions targeting multiple sources. Another category of articles includes air pollution reduction scenarios. The literature analysis highlighted not only significant variability in the nature of the interventions but also in the study protocols. Epidemiological studies are the only ones capable of demonstrating the intervention’s effect on health. The vast majority of these studies report improvements in health status following various interventions. Quantitative health impact assessments (QHIA) are conducted during an intervention to quantify a health impact when an epidemiological study is not feasible. EQIS are also used to study the expected benefits of action scenarios aimed at reducing pollution levels. There is no ideal method suitable for studying every intervention on air pollution. Each has its advantages and limitations, which should be minimized as much as possible. In addition to the health benefits resulting directly from reduced air pollution levels, this study also demonstrates the value of considering the direct and indirect health impacts—both positive and negative—that implementing a specific action might entail. The findings of this literature review should encourage policymakers to adopt measures that promote improved air quality.