Scientific studies have been conducted to quantify attributes that may be important in the creation of more functional and comfortable lower-limb prostheses. The prosthesis socket, a human-machine interface, has to be designed properly to achieve satisfactory load transmission, stability, and efficient control for mobility. The biomechanical understanding of the interaction between prosthetic socket and the residual limb is fundamental to such goals. The purpose of this paper is to review the recent research literature on socket biomechanics, including socket pressure measurement, friction-related phenomena and associated properties, computational modeling, and limb tissue responses to external mechanical loads and other physical conditions at the interface. There is no doubt that improved biomechanical understanding has advanced the science of socket fitting. However, the most recent advances in the understanding of stresses experienced at the residual limb have not yet led to enough clinical consensus that could fundamentally alter clinical practice. Efforts should be made to systematically identify the major discrepancies. Further research should be directed to address the critical controversies and the associated technical challenges. Developments should be guided to offer clinicians the quantification and visualization of the interaction between the residual limb and the prosthetic socket. An understanding of comfort and optimal load transfer as patterns of socket interface stress could culminate in socket design expert systems.