Barriers between circulation and the central nervous system (CNS) play a key role in the development and modulation of CNS immune responses. Structural variations in the vasculature traversing different anatomical regions within the CNS strongly influence where and how CNS immune responses first develop. Here, we provide an overview of cerebrovascular anatomy, focusing on the blood-CNS interface and how anatomical variations influence steady-state immunology in the compartment. We then discuss how CNS vasculature is affected by and influences the development of different pathophysiological states, such as CNS autoimmune disease, cerebrovascular injury, cerebral ischemia, and infection.