Recent reviews on the evidence base for mental health related stigma reduction show that under certain conditions interpersonal contact is effective in promoting more positive attitudes, reduced desire for social distance, and increased stigma related knowledge (knowledge which disconfirms beliefs based on stereotypes). Short-term interventions may have effects that are attenuated over time; longer term programmes may support sustained improvements, but research following up long-term interventions is scarce. However, the effectiveness of these interventions should not obscure the nature of stigma as a social problem. In this article we describe stigma as a 'wicked problem' to highlight some implications for intervening against stigma and evaluating these efforts. These include the risks of unintended consequences and the need to continually reformulate the concept of stigma, to ensure that tackling stigma at the structural, interpersonal, and intrapersonal levels become part of the core business of stakeholder organisations. We compare the main targets of anti-stigma programmes with what is known about the sources of stigma and discrimination and their impacts to identify targets for future intervention. In some cases, interventions have been directed at the interpersonal level when structural level intervention is also needed; in others, systematic reviews have not so far identified any interventions.