Vitamin D and in particular its biologically most active metabolite, 1α,25-dihydroxyvitamin D₃ (1α,25(OH)₂D₃), are central endocrine molecules that influence many aspects of human physiology, which are not only the well-known calcium and phosphorus up-take and transport controlling bone formation, but also the control of immune functions and of cellular growth and differentiation. Basically all actions of 1α,25(OH)₂D₃ are mediated by the transcription factor vitamin D receptor (VDR). The crystal structure of the VDR and detailed knowledge on its molecular interactions with the ligand provide significant insight into the mechanisms of vitamin D signaling. This applies also on the action of the huge number of synthetic 1α,25(OH)₂D₃ analogues, which have been developed with the goal of a therapeutic application in hyper-proliferative diseases, such as psoriasis, benign prostate hyperplasia and different types of cancer, in immune functions, such as autoimmune diseases and microbial infections, or in bone disorders, such as osteoporosis. Moreover, detailed investigations on many VDR target genes and in particular the recently available genome-wide view on vitamin D signaling allows a more complete view on the potential of the nuclear hormone. In this review we discuss the latest insight into vitamin D signaling in context with the most prominent 1α,25(OH)₂D₃ analogues.