This paper reviews experimental investigations of the route to chaos of a semiconductor laser subjected to optical feedback from a distant reflector. When the laser is biased close to threshold, as the feedback strength is increased, an alternation between stable continuous wave (CW) behavior and irregular, chaotic fluctuations, involving numerous external-cavity modes, is observed. CW operation occurs on an external-cavity mode whose optical frequency is significantly lower than that of the solitary laser. The scenario is significantly different for larger currents as the feedback level is increased. At low feedback, the laser displays periodic or quasiperiodic behavior, mostly around external-cavity modes whose frequency is slightly larger than that of the solitary laser. As the feedback level increases, the RF and optical frequencies involved progressively lock until complete locking is achieved in a mixed external-cavity mode state. In this regime, the optical intensity and voltage oscillate at a frequency that is also equal to the optical frequency spacing between the modes participating in the dynamics. For even higher feedback, the locking cannot be maintained and the laser displays fully developed coherence collapse.