The demography of a population is often reduced to the apparent (or local) survival of individuals and their realised fecundity within a study area defined according to logistical constraints rather than landscape features. Such demographics are then used to infer whether a local population contributes positively to population dynamics across a wider landscape context. Such a simplistic approach ignores a fundamental process underpinning population dynamics: dispersal. Indeed, it has long been accepted that immigration contributed by dispersers that emigrated from neighbouring populations may strongly influence the net growth of a local population. To date however, we lack a clear picture of how widely immigration rate varies both among and within populations, in relation to extrinsic and intrinsic ecological conditions, even for the best‐studied avian and mammalian populations. This empirical knowledge gap precludes the emergence of a sound conceptual framework that ought to inform conservation and population ecology. This review, conducted on both birds and mammals, has thus three complementary objectives. First, we describe and evaluate the relative merits of methods used to quantify immigration and how they relate to widely applicable metrics. We identify two simple and unifying metrics to measure immigration: the immigration rate it defined as the ratio of the number of immigrants present in the population at time t + 1 and the total breeding population in year t, and πt, the proportion of immigrants among new recruits (i.e. new breeders). Two recently developed methods are likely to provide the most valuable data on immigration in the near future: individual parentage (rather than population) assignments based on genetic sampling, and spatially explicit integrated population models combining multiple sources of demographic data (survival, fecundity and population counts). Second, we report on a systematic literature review of studies providing a quantitative measure of immigration. Although the diversity of methods employed precludes detailed analyses, it appears that the number of immigrants exceeds locally born individuals in recruitment for most avian populations (median πt = 0.57, N = 45 estimates from 37 studies), a figure twofold higher than estimated for mammalian populations (median πt = 0.26, N = 33 estimates from 11 studies). Third, recent quantitative studies reveal that immigration can be the main driver of temporal variation in population growth rates, across a wide array of demographic and spatial contexts. To what extent immigration acts as a regulatory process has however been considered only rarely to date and deserves more attention. Overall, it is likely that most populations benefit from immigrants without necessarily being sink populations. Furthermore, we suggest that quantitative estimates of immigration should be core to future demographic studies and plead for more empirical evidence about the ways in which immigration interacts with local demographic processes to shape population dynamics. Finally, we discuss how to tackle spatial population dynamics by exploring, beyond the classical source–sink framework, the extent to which populations exchange individuals according to spatial scale and type of population distribution throughout the landscape.