The progress on laser feedback interferometry technology is reviewed. Laser feedback interferometry is a demonstration of interferometry technology applying a laser reflected from an external surface, which has features including simple structure, easy alignment, and high sensitivity. Theoretical analysis including the Lang-Kobayashi model and three-mirror model are conducted to explain the modulation of the laser output properties under the feedback effect. In particular, the effect of frequency and polarization shift feedback effects are analyzed and discussed. Various applications on various types of lasers are introduced. The application fields range from metrology, to physical quantities, to laser parameters and other applications. The typical applications of laser feedback technology in industrial and research fields are discussed. Laser feedback interferometry has great potential to be further exploited and applied.