Breast cancer screening programs have been effective in detecting tumors prior to symptoms. Recently, there has been concern over the issue of over-diagnosis, that is, diagnosis of a breast cancer that does not manifest prior to death. Estimates for over-diagnosis vary, ranging from 7% to 52%. This variability may be due partially to issues associated with bias and/or incorrect inferences associated with the lack of probability modeling. A critical issue is how to evaluate the long-term effects due to continued screening. Participants in a periodic screening program can be classified into four mutually exclusive groups depending on whether individuals are diagnosed and whether their symptoms appear prior to death: True-early-detection; No-early-detection; Over-diagnosis; and Not-so-necessary. All initially superficially healthy people will eventually fall into one of these four categories. This manuscript reviews the major methodologies associated with the over-diagnosis and long-term effects of breast cancer screening.