In this talk I will review some of the unusual features of the Double Perovskite Sr_2FeMoO_6 and related materials, with a special focus on our recent work [1] on the unconventional magnetoresistance of SFMO and its explanation in terms of a magnetic tunnel barrier mechanism. [1] D. D. Sarma, et al., Phys. Rev. Lett. 98, 157205 (2007).