Cardiomyopathies are a heterogeneous group of diseases of the myocardium. The term cardiomyopathy involves a wide range of pathogenic mechanisms that affect the structural and functional states of cardiomyocytes, extravascular tissues, and coronary vasculature, including both epicardial coronary arteries and the microcirculation. In the developed phase, cardiomyopathies present with various clinical symptoms: dyspnea, chest pain, palpitations, swelling of the extremities, arrhythmias, and sudden cardiac death. Due to the heterogeneity of cardiomyopathic patterns and symptoms, their diagnosis and therapies are great challenges. Despite extensive research, the relation between the structural and functional abnormalities of the myocardium and the coronary circulation are still not well understood in the various forms of cardiomyopathy. The main pathological characteristics of cardiomyopathies and the coronary microcirculation develop in a progressive manner due to (1) genetic-immunologic-systemic factors; (2) comorbidities with endothelial, myogenic, metabolic, and inflammatory changes; (3) aging-induced arteriosclerosis; and (4) myocardial fibrosis. The aim of this review is to summarize the most important common pathological features and/or adaptations of the coronary microcirculation in various types of cardiomyopathies and to integrate the present understanding of the underlying pathophysiological mechanisms responsible for the development of various types of cardiomyopathies. Although microvascular dysfunction is present and contributes to cardiac dysfunction and the potential outcome of disease, the current therapeutic approaches are not specific for the given types of cardiomyopathy.