Complex fluids exist in nature and are continually engineered for specific applications involving the addition of macromolecules to a solvent, among other means. This imparts viscoelasticity to the fluid, a property responsible for various flow instabilities and major modifications to the fluid dynamics. Recent developments in the numerical methods for the simulation of viscoelastic fluid flows, described by continuum-level differential constitutive equations, are surveyed, with a particular emphasis on the finite-volume method. This method is briefly described, and the main benchmark flows currently used in computational rheology to assess the performance of numerical methods are presented. Outstanding issues in numerical methods and novel and challenging applications of viscoelastic fluids, some of which require further developments in numerical methods, are discussed. Expected final online publication date for the Annual Review of Fluid Mechanics, Volume 53 is January 6, 2021. Please see http://www.annualreviews.org/page/journal/pubdates for revised estimates.