Ensuring the sustainable future of machining is becoming a growing concern in industry. Conventional machining approaches pose problems and cannot be continued at the level required in all three areas of sustainability—social, economic, and environmental. Therefore, alternatives to traditional techniques are being sought. One of the major barriers to sustainability in machining is the use of cutting fluids due to their high costs, harmful health effects, and environmental impact. However, cutting fluids play a vital role in the cooling and lubrication required during machining. In particular, the turning of difficult-to-machine materials is usually associated with high temperatures, high energy usage, and low productivity. Furthermore, the selection of cutting parameters currently prefers productivity to sustainability. This paper collates and presents the popular ideas that are presented in state-of-the-art literature for alternatives to cutting fluids and the optimization approaches that ensure the sustainable future of turning. The authors conclude that the future of sustainable turning of difficult-to-machine materials will comprise of closed-loop internal cooling of the insert, combined with external minimum quantity lubricant. However, to ensure that these technologies remain sustainable, without sacrificing productivity and part quality, optimization techniques should be applied. In particular, multi-objective optimization of environmental, social, and economic impacts should be undertaken in conjunction with intelligent algorithms.