Hydrogen isotopes in the shergottite Martian meteorites are among the most varied in Mars laboratory samples. By collating results of previous studies on major hydroxyl, deuterium, and H2O bearing phases, we provide a compendium of recent measurements in order to elucidate crustal-rock versus mantle-rock processes on Mars. We summarize recent works on volatile and δD measurements in a range of shergottite phases: from melt inclusions, apatite, merrillite, maskelynite, impact melt glass, groundmass glass, and nominal anhydrous minerals. We interpret these observations using an evidence-based approach, considering two particular scenarios: (1) water-rock crustal interactions versus (2) magmatic-based processes. We consider the implications of these measurements and the scope they have for future studies, paying particular attention to future works on H, S, and Cl isotopes in situ, shedding light on the nature of volatiles in the hydrosphere and lithosphere of Mars.