For low density lipoprotein (LDL) particles to be atherogenic, increasing evidence indicates that their residence time in the arterial intima must be sufficient to allow their modification into forms capable of triggering extracellular and intracellular lipid accumulation. Recent reports have confirmed the longstanding hypothesis that the major determinant(s) of initial LDL retention in the preatherosclerotic arterial intima is the proteoglycans. However, once the initial atherosclerotic lesions have formed, a shift to retention facilitated by macrophage-derived lipoprotein lipase (LPL) appears, leading to the progression of the lesions. Here, we review recent findings on the mechanisms enabling LPL to promote LDL retention and extracellular lipid accumulation in the arterial intima, and we describe the structures in the extracellular matrix that are held to be important in this process. Finally, the potentially harmful consequences of LDL linking by LPL and of other LPL actions in the arterial intima are briefly reviewed.