Arginine-rich cell-penetrating peptides (AR-CPPs) are very promising tools for the delivery of therapeutic macromolecules such as peptides, proteins, and nucleic acids. These peptides allow efficient internalization of the linked cargos intracellularly through the endocytic pathway. However, when linked to bulky cargos, entrapment in the endocytic vesicles is a major limitation to the application of these peptides in cytosolic delivery. Attachment of a compatible endosomal escape device is, therefore, necessary to allow cytosolic delivery of the peptide-attached cargo. This review presents different endosomal escape devices currently in application in combination with AR-CPPs. Applications of fusogenic lipids, membrane-disruptive peptides, membrane-disruptive polymers, lysosomotropic agents, and photochemical internalization to enhance the cytosolic delivery of AR-CPPs-attached cargos are presented. The properties of each system and its mechanism of action for the enhancement of endosomal escape are discussed, together with its applications for the delivery of different macromolecules in vitro and, if applicable, in vivo.