The vast majority of the brain's vascular length is composed of capillaries, where our understanding of blood flow control remains incomplete. This review synthesizes current knowledge on the control of blood flow across microvascular zones by addressing issues with nomenclature and drawing on new developments from in vivo optical imaging and single-cell transcriptomics. Recent studies have highlighted important distinctions in mural cell morphology, gene expression, and contractile dynamics, which can explain observed differences in response to vasoactive mediators between arteriole, transitional, and capillary zones. Smooth muscle cells of arterioles and ensheathing pericytes of the arteriole-capillary transitional zone control large-scale, rapid changes in blood flow. In contrast, capillary pericytes downstream of the transitional zone act on slower and smaller scales and are involved in establishing resting capillary tone and flow heterogeneity. Many unresolved issues remain, including the vasoactive mediators that activate the different pericyte types in vivo, the role of pericyte-endothelial communication in conducting signals from capillaries to arterioles, and how neurological disease affects these mechanisms.