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Thoracic endometriosis (TE) is a rare type of endometriosis, where endometrial tissue is found in or around the lungs and is frequent among extra-pelvic endometriosis patients. Catamenial pneumothorax (CP) is the most common form of TE and is characterized by recurrent lung collapses around menstruation. In addition to histology, immunohistochemical evaluation of endometrial implants is used more frequently. In this review, we compared immunohistochemical (CPE) with histological (CPH) characterizations of TE/CP and reevaluated arguments in favor of the implantation theory of Sampson. A summary since the first immunohistochemical description in 1998 until 2019 is provided. The emphasis was on classification of endometrial implants into glands, stroma, and both together. The most remarkable finding is the very high percentage of stromal endometriosis of 52.7% (CPE) compared to 10.2% (CPH). Chest pain, dyspnea, right-sided preference, and diaphragmatic endometrial implants showed the highest percentages in both groups. No significant association was found between the recurrence rate and the various appearances of endometriosis. Sometimes in CPE (6.8%) and CPH (30.6%) no endometrial implants were identified underlining the importance of sensitive detection of endometriosis during and after surgery. We suggest that immunohistochemical evaluation should become mandatory and will improve diagnosis and classification of the disease.