More than three decades ago, the European Muon Collaboration published a surprising result on the spin structure of the proton: the spins of its three quark components account for only a small part of the spin of the proton. Ever since, theoretical and experimental progress has been made in understanding the origins of the proton spin. In this Review, we discuss what has been learned so far, what is still missing and what could be learned from the upcoming experiments, including the Jefferson Lab 12 GeV upgrade and the proposed Electron-Ion Collider. In particular, we focus on first-principles calculations and experimental measurements of the total gluon helicity ΔG, and the quark and gluon orbital angular momenta.