Atherosclerosis, the largest killer in the western world, arises from build-up of plaques at the artery walls and can result in cardiovascular disease. Low- and high-density lipoproteins are involved in the disease development by depositing and removing lipids to and from macrophages at the artery wall. These processes are complex and not fully understood. Thus, determining the specific roles of the different lipoprotein fractions involved is of fundamental importance for the treatment of the disease. In this chapter, we present the state of the art in lipoprotein structure with focus on the comparison between normolipidemic and hypertriglyceridemic individuals. Then we discuss lipid transfer between lipoproteins and receptor-free cellular membranes. Although these models lack any receptor, key clinical observations are mirrored by these, including increased ability of HDL to remove lipids, in contrast to the ability of LDL to deposit them. Also effects of saturated and unsaturated lipids in the presence and absence of cholesterol are revised. These models can then be used to understand the difference in functionality of lipoproteins from individuals showing different lipid profiles and have the potential to be used also for the development of new HDL therapies.