Several pieces of evidence indicate that most galaxies went through a phase of radiatively efficient gas accretion onto the supermassive black hole (SMBH) at their centers, during which they shone as Active Galactic Nuclei (AGN). An accurate AGN census, which includes the most obscured and elusive objects, therefore becomes an essential tool to understand the history of both nuclear accretion and galaxy formation. The recent steps taken toward a complete census of active SMBHs will be discussed, highlighting the different criteria used to select the most heavily obscured objects and constrain their abundance.