Much of our understanding on how hormones and cytokines transmit their message into the cell is based on the receptor activation at the plasma membrane. Many experimental in vitro models have established the paradigm for cytokine action based upon such activation of their cell surface receptor. The signaling from the plasma membrane activated cytokine receptor is driven to the nucleus by a rapid ricochet of protein phosphorylation, ultimately integrated as a differentiative, proliferative, or transcriptional message. The Janus kinase (JAK)--signal transducers and activators of transcription (STAT) pathway that was first thought to be cytokine receptor specific now appears to be activated by other noncytokine receptors. Also, evidence is accumulating showing that cytokines modulate the signal transduction machinery of the tyrosine kinase receptors and that of the heterotrimeric guanosine triphosphate (GTP)-binding protein-coupled receptors. Thus cytokine receptor signaling has become much more complex than originally hypothesized, challenging the established model of specificity of the action of a given cytokine. This review is focused on another level of complexity emerging within cytokine receptor superfamily signaling. Over the past 10 years, data from different laboratories have shown that cytokines and their receptors localize to intracellular compartments including the nucleus, and, in some cases, biological responses have been correlated with this unexpected location, raising the possibility that cytokines act as their own messenger through inter-actions with nuclear proteins. Thus, the interplay between cytokine receptor engagement and cellular signaling turns out to be more dynamic than originally suspected. The mechanisms and regulations of intracellular translocation of the cytokines, their receptors, and their signaling proteins are discussed in the context that such compartmentalization provides some of the specificity of the responses mediated by each cytokine.