Projective differential geometry lies at the boundary between algebraic geometry and differential geometry. It studies analytic-differential properties of subvarieties of a real or complex projective space, invariant by the action of the projective group. The aim of this paper is to follow, with a wide perspective and without entering in too many technical details, the historical developments of projective differential geometry, with a special focus on the important Italian contributions that are mainly concentrated in the first half of the XX century.