Glioblastoma multiforme is the most malignant and aggressive type of brain tumor, with a mean life expectancy of less than 15 months. This is due in part to the high resistance to apoptosis and moderate resistant to autophagic cell death in glioblastoma cells, and to the poor therapeutic response to conventional therapies. Autophagic cell death represents an alternative mechanism to overcome the resistance of glioblastoma to pro-apoptosis-related therapies. Nevertheless, apoptosis induction plays a major conceptual role in several experimental studies to develop novel therapies against brain tumors. In this review, we outline the different components of the apoptotic and autophagic pathways and explore the mechanisms of resistance to these cell death pathways in glioblastoma cells. Finally, we discuss drugs with clinical and preclinical use that interfere with the mechanisms of survival, proliferation, angiogenesis, migration, invasion, and cell death of malignant cells, favoring the induction of apoptosis and autophagy, or the inhibition of the latter leading to cell death, as well as their therapeutic potential in glioma, and examine new perspectives in this promising research field.