With global increases in the prevalence of overweight and obesity among children and adolescents, there has never been a more urgent need for effective physical activity programs. The aim of this narrative review is to summarize the evidence of the effectiveness of interventions that report physical activity outcomes in children aged 4–12 years and adolescents aged 13–19 years. A systematic search of electronic databases identified 76 interventions. Most interventions were delivered via the school setting (57 interventions), nine through the family setting, six via primary care, and four in community- or Internet-based settings. Children's physical activity interventions that were most effective in the school setting included some focus on physical education, activity breaks, and family strategies. Interventions delivered in the family setting were not highly effective, but many were pilot studies. The use of motivationally tailored strategies and program delivery in the primary care setting showed promise among adolescents. Many studies had methodological and reporting flaws (e.g., no baseline data, poor study design, physical activity measures of unknown reliability and validity, and poor reporting of sample size, response rates, attrition/retention, compliance, year of intervention, and duration of intervention). Publications reporting the results of evaluations of intervention studies should follow the Consolidated Standards of Reporting Trials guidelines or, for nonrandomized studies, should follow the Transparent Reporting of Evaluations with Nonrandomized Designs guidelines. Further evidence of the effectiveness of interventions promoting young people's physical activity in family and community settings is needed.