The Anabaena genus is a model organism of filamentous cyanobacteria whose vegetative cells can differentiate under nitrogen-limited conditions into a type of cell called a heterocyst. These heterocysts lose the possibility to divide and are necessary for the filament because they can fix and share environmental nitrogen. In order to distribute the nitrogen efficiently, heterocysts are arranged to form a quasi-regular pattern whose features are maintained as the filament grows. Recent efforts have allowed advances in the understanding of the interactions and genetic mechanisms underlying this dynamic pattern. Here, we present a systematic review of the existing theoretical models of nitrogen-fixing cell differentiation in filamentous cyanobacteria. These filaments constitute one of the simplest forms of multicellular organization, and this allows for several modeling scales of this emergent pattern. The system has been approached at three different levels. From bigger to smaller scale, the system has been considered as follows: at the population level, by defining a mean-field simplified system to study the ratio of heterocysts and vegetative cells; at the filament level, with a continuous simplification as a reaction-diffusion system; and at the cellular level, by studying the genetic regulation that produces the patterning for each cell. In this review, we compare these different approaches noting both the virtues and shortcomings of each one of them.