At the early stages of life development, alveoli are colonized by embryonic macrophages, which become resident alveolar macrophages (ResAM) and self-sustain by local division. Genetic and epigenetic signatures and, to some extent, the functions of ResAM are dictated by the lung microenvironment, which uses cytokines, ligand-receptor interactions, and stroma cells to orchestrate lung homeostasis. In resting conditions, the lung microenvironment induces in ResAM a tolerogenic programming that prevents unnecessary and potentially harmful inflammation responses to the foreign bodies, which continuously challenge the airways. Throughout life, any episode of acute inflammation, pneumonia being likely the most frequent cause, depletes the pool of ResAM, leaving space for the recruitment of inflammatory monocytes that locally develop in monocyte-derived alveolar macrophages (InfAM). During lung infection, the local microenvironment induces a temporary inflammatory signature to the recruited InfAM to handle the tissue injury and eliminate the pathogens. After a few days, the recruited InfAM, which locally self-sustain and develop as new ResAM, gain profibrotic functions required for tissue healing. After the complete resolution of the infectious episode, the functional programming of both embryonic and monocyte-derived ResAM remains altered for months and possibly for the entire life. Adult lungs thus contain a wide diversity of ResAM since every infection brings new waves of InfAM which fill the room left open by the inflammatory process. The memory of these innate cells called trained immunity constitutes an immunologic scar left by inflammation, notably pneumonia. This memory of ResAM has advantages and drawbacks. In some cases, lung-trained immunity offers better defense capacities against autoimmune disorders and the long-term risk of infection. At the opposite, it can perpetuate a harmful process and lead to a pathological state, as is the case among critically ill patients who have immune paralysis and are highly susceptible to hospital-acquired pneumonia and acute respiratory distress syndrome. The progress in understanding the kinetics of response of alveolar macrophages (AM) to lung inflammation is paving the way to new treatments of pneumonia and lung inflammatory process.