In recent years, conversational agents (CAs) have become ubiquitous and are a presence in our daily routines. It seems that the technology has finally ripened to advance the use of CAs in various domains, including commercial, healthcare, educational, political, industrial, and personal domains. In this study, the main areas in which CAs are successful are described along with the main technologies that enable the creation of CAs. Capable of conducting ongoing communication with humans, CAs are encountered in natural-language processing, deep learning, and technologies that integrate emotional aspects. The technologies used for the evaluation of CAs and publicly available datasets are outlined. In addition, several areas for future research are identified to address moral and security issues, given the current state of CA-related technological developments. The uniqueness of our review is that an overview of the concepts and building blocks of CAs is provided, and CAs are categorized according to their abilities and main application domains. In addition, the primary tools and datasets that may be useful for the development and evaluation of CAs of different categories are described. Finally, some thoughts and directions for future research are provided, and domains that may benefit from conversational agents are introduced.