Terahertz (THz) band communications are envisioned as a key technology for 6G and beyond. For wireless communication security in THz band, physical-layer security (PLS) has recently received growing interest. This paper aims to provide a comprehensive survey of the PLS techniques in THz communication systems. The investigation consists of three hierarchical parts. Firstly, we introduce the emerging security threats arising from the THz physical-layer and compare them with the traditional security threats. Then, three newly-proposed PLS solutions in THz band are highlighted, which match the features of THz link well and are expected to be applied in the near future, including photonics-based frequency hopping (FH), intelligent reflecting surfaces (IRS) secure beamforming and security signal processing. At last, we discuss their challenges and propose different interesting areas that can be opted as future research directions.