Millimeter wave provides high data rates for Vehicle-to-Everything (V2X) communications. This paper motivates millimeter wave to support automated driving and begins by explaining V2X use cases that support automated driving with references to several standardization bodies. The paper gives a classification of existing V2X standards: IEEE802.11p and LTE V2X, along with the status of their commercial deployment. Then, the paper provides a detailed assessment on how millimeter wave V2X enables the use case of cooperative perception. The explanations provide detailed rate calculations for this use case and show that millimeter wave is the only technology able to achieve the requirements. Furthermore, specific challenges related to millimeter wave for V2X are described, including coverage enhancement and beam alignment. The paper concludes with some results from three studies, i.e. IEEE802.11ad (WiGig) based V2X, extension of 5G NR (New Radio) toward mmWave V2X, and prototypes of intelligent street with mmWave V2X.