Researchers recognise the importance of the legacies and impacts generated by sport events, both in the host city and globally. In turn, there are many actors who participate in them, both directly and indirectly, and who are affected, both positively and negatively, by them. This research aims to identify and compile the existing scientific literature on the legacy, heritage, and related concepts, such as impact and/or leverage, of sport events. To this end, a systematic literature review was carried out, focusing the search on Web of Science, Scopus, Pub Med, and Sport Discus, where 35 articles were finally collected, in which the sum of 44 sport events were studied. It was identified that the most studied types of events were the Olympic Games and World Championships. In relation to the types of legacies, sport stands out, while in the types of impacts, sport and economic impacts stand out. It can be deduced from this research that, although there is a great deal of interest in the subject, there is still a need to go deeper into the concepts to reach a consensus on them, thus being able to achieve more solid results.