This research analyzes the conceptual aspects and the state of the art of evaluation methodologies within government policies and programs, based on theoretical and empirical evidence on the subject. This article aims to map the evaluation study and discuss evaluation practices in Brazil, the United States and Europe. It is, therefore, an exploratory and bibliographic research, with a qualitative approach, based on studies indicated in the selected literature. Although the evaluation practices in Brazil are recent and not fully established, the results point out a similarity in the evaluation activities, when compared with the American and European countries. On the other hand, these evaluation practices are still little used in Brazil, which still faces contextual and methodological challenges in the evaluation of public policies and programs, as well as the implementation of continued evaluation policies.