Anomaly detection has attracted considerable attention from the research community in the past few years due to the advancement of sensor monitoring technologies, low-cost solutions, and high impact in diverse application domains. Sensors generate a huge amount of data while monitoring the physical spaces and objects. These huge collected data streams can be analyzed to identify unhealthy behaviors. It may reduce functional risks, avoid unseen problems, and prevent downtime of the systems. Many research methodologies have been designed and developed to determine such anomalous behaviors in security and risk analysis domains. In this paper, we present the results of a systematic literature review about anomaly detection techniques except for these dominant research areas. We focus on the studies published from 2000 to 2018 in the application areas of intelligent inhabitant environments, transportation systems, health care systems, smart objects, and industrial systems. We have identified a number of research gaps related to the data collection, the analysis of imbalanced large datasets, limitations of statistical methods to process the huge sensory data, and few research articles in abnormal behavior prediction in real scenarios. Based on our analysis, researchers and practitioners can acquaint themselves with the existing approaches, use them to solve real problems, and/or further contribute to developing novel techniques for anomaly detection, prediction, and analysis.INDEX TERMS Statistical learning, machine learning, intelligent environments, smart objects, intelligent transportation systems, industrial systems.