Weight illusions--where one object feels heavier than an identically weighted counterpart--have been the focus of many recent scientific investigations. The most famous of these illusions is the 'size-weight illusion', where a small object feels heavier than an identically weighted, but otherwise similar-looking, larger object. There are, however, a variety of similar illusions which can be induced by varying other stimulus properties, such as surface material, temperature, colour, and even shape. Despite well over 100 years of research, there is little consensus about the mechanisms underpinning these illusions. In this review, I will first provide an overview of the weight illusions that have been described. I will then outline the dominant theories that have emerged over the past decade for why we consistently misperceive the weights of objects which vary in size, with a particular focus on the role of lifters' expectations of heaviness. Finally, I will discuss the magnitude of the various weight illusions and suggest how this largely overlooked facet of the topic might resolve some of the debates surrounding the cause of these misperceptions of heaviness.