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Proteasome inhibitors were initially developed as chemical tools to study proteasomal function but rapidly became widely used anticancer drugs that are now used at all stages of treatment for the bone marrow cancer multiple myeloma (MM). Here, we review the mechanisms of action of proteasome inhibitors that underlie their preferential toxicity to MM cells, focusing on endoplasmic reticulum stress, depletion of amino acids, and effects on glucose and lipid metabolism. 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