Simple Summary In this review, we will look into the existing methods to study treatment resistance to androgen receptor targeted therapies in prostate cancer. This will encompass both the different existing preclinical models as well as the role specific models have played in the current understanding of resistance mechanisms. Prostate cancer is an androgen-driven tumor. Different prostate cancer therapies consequently focus on blocking the androgen receptor pathway. Clinical studies reported tumor resistance mechanisms by reactivating and bypassing the androgen pathway. Preclinical models allowed the identification, confirmation, and thorough study of these pathways. This review looks into the current and future role of preclinical models to understand resistance to androgen receptor-targeted therapies. Increasing knowledge on this resistance will greatly improve insights into tumor pathophysiology and future treatment strategies in prostate cancer.