  Near infrared images from the COBE satellite presented the first clear
evidence that our Milky Way galaxy contains a boxy shaped bulge. Recent years
have witnessed a gradual paradigm shift in the formation and evolution of the
Galactic bulge. Bulges were commonly believed to form in the dynamical violence
of galaxy mergers. However, it has become increasingly clear that the main body
of the Milky Way bulge is not a classical bulge made by previous major mergers,
instead it appears to be a bar seen somewhat end-on. The Milky Way bar can form
naturally from a precursor disk and thicken vertically by the internal
firehose/buckling instability, giving rise to the boxy appearance. This picture
is supported by many lines of evidence, including the asymmetric parallelogram
shape, the strong cylindrical rotation (i.e., nearly constant rotation
regardless of the height above the disk plane), the existence of an intriguing
X-shaped structure in the bulge, and perhaps the metallicity gradients. We
review the major theoretical models and techniques to understand the Milky Way
bulge. Despite the progresses in recent theoretical attempts, a complete bulge
formation model that explains the full kinematics and metallicity distribution
is still not fully understood. Upcoming large surveys are expected to shed new
light on the formation history of the Galactic bulge.
