Immigration and entrepreneurship are deeply intertwined. Across the United States, Canada, Europe, and other regions, immigrant founders and high-skilled workers contribute disproportionately to new firm creation, innovation, and economic dynamism. Visa programs and related immigration pathways are therefore more than administrative tools: they act as policy levers that shape entrepreneurial ecosystems. This review synthesizes the evidence on how key visa programs—including the U.S. H-1B specialty occupation visa, the International Entrepreneur Rule (IER), the EB-5 immigrant investor visa, Canada’s Start-Up Visa, the EU Blue Card, and selected national startup-visa schemes (e.g., UK Innovator Founder, Estonia Startup Visa)—affect entrepreneurial activity. We expand beyond descriptive accounts by comparing program design, examining empirical evaluations, and analyzing how these mechanisms influence firm creation, financing, job growth, and innovation. Our findings suggest that while employment-based visas (H-1B, EU Blue Card) primarily raise innovation capacity through skilled labor inflows, startup-specific visas succeed when linked with clear founder eligibility, stable residency status, and strong ecosystem support. Investor-based visas (EB-5) primarily facilitate capital formation rather than direct entrepreneurial entry. We conclude by identifying research gaps and proposing design principles for immigration regimes that intend to maximize entrepreneurship outcomes.