We derive here the luminosity functions in the radio, X-ray, and, for the first time, optical band, of two complete samples of BL Lac objects. The samples analyzed are the only sizable samples currently available with a reasonably complete flux and redshift information and are derived from X-ray selection (XBL; 30 objects from the Extended Medium-Sensitivity Survey (EMSS) sample) and radio selection (RBL; 34 objects from the 1 Jy sample). We study the evolution properties of the XBL sample and find a negative evolution of the X-ray luminosity function [L(X)(z) approximately L(X)(0)e-7.0tau] consistent, albeit less dramatic, with previous findings from a smaller EMSS-derived sample (Morris et al. 1991). The RBL sample, instead, shows a marginal positive evolution in the radio band (Stickel et al. 1991). We then derive the evolution parameters and compute the de-evolved luminosity function for the two samples in the three bands (radio, optical, and X-ray). From the comparison of luminosity functions we find that XBLs outnumber RBLs in the optical and X-ray band, but they are found in consistent numbers, but at lower luminosities, in the radio band. These results are in agreement with models like the wide jet model (Celotti et al. 1993); however, the different evolution parameter and the sign of evolution for the two samples have yet to be understood and explained theoretically. A density of approximately 20 BL Lac objects per steradian at m(V) = 17 is derived from the integration of the XBL optical luminosity function. We find that the negative results obtained by current polarization and color surveys are consistent with our results and with the properties of BL Lac objects. New search techniques have to be devised in order to create sizable samples of optically selected BL Lac objects.