Marine, industrial, turboprop and turboshaft gas turbine engines use nonaxisymmetric exhaust volutes for flow diffusion and pressure recovery. These processes result in a three-dimensional complex turbulent flow in the exhaust volute. The flows in the axial turbine and nonaxisymmetric exhaust volute are closely coupled and inherently unsteady, and they have a great influence on the turbine and exhaust aerodynamic characteristics. Therefore, it is very necessary to carry out research on coupled axial turbine and nonaxisymmetric exhaust volute aerodynamics, so as to provide reference for the high-efficiency turbine-volute designs. This paper summarizes and analyzes the recent advances in the field of coupled axial turbine and nonaxisymmetric exhaust volute aerodynamics for turbomachinery. This review covers the following topics that are important for turbine and volute coupled designs: (1) flow and loss characteristics of nonaxisymmetric exhaust volutes, (2) flow interactions between axial turbine and nonaxisymmetric exhaust volute, (3) improvement of turbine and volute performance within spatial limitations and (4) research methods of coupled turbine and exhaust volute aerodynamics. The emphasis is placed on the turbine-volute interactions and performance improvement. We also present our own insights regarding the current research trends and the prospects for future developments.