The sustainable preparation of N‐heterocycles is one of the most active research areas owing to their predominance as synthetics building blocks with extensive applications in organic, pharmaceutical, and material chemistry fields.  Among the various catalytic protocols, the C–H bond functionalization with the concomitant C–N bond formation, so‐called C–H bond annulation, has become one of the most sustainable routes to access N‐heterocycles because it starts from low‐functionalized materials and generates a limited amount of waste, all respecting the concept of atom economy.  Rhodium complexes often catalyze these reactions.  This review focuses on the synthesis of 5‐ and 6‐membered ring N‐containing heterocycles such as indoles, pyrroles, indolines, (iso)quinolinones, dihydroquinolines, and pyrrolidones from readily available starting materials, with an emphasis on the novel C–H bond cascade synthetic methodologies via C–N/C–C bond formation, as well as on the mechanisms of these reactions, especially the oxidation steps.  We hope this review will help researchers looking to prepare N‐heterocycles in a minimum of steps and those who want to develop new methodologies based on C–H bond activation/functionalizations.