Robotic control is a fundamental part of autonomous robots. Modular legged and climbing robots are complex machines made up of a variety of subsystems, ranging from a single robot with simple legs to a complex system composed of multiple legs (or modules) with computing power and sensitivity. Their complexity, which is increased by the fact of needing elements for climbing, makes a correct structure crucial to achieve a complete, robust, and versatile system during its operation. Control architectures for legged robots are distinguished from other software architectures because of the special needs of these systems. In this paper, we present an original classification of modular legged and climbing robots, a comprehensive review of the most important control architectures in robotics, focusing on the control of modular legged and climbing robots, and a comparison of their features. The control architecture comparison aims to provide the analytical tools necessary to make informed decisions tailored to the specific needs of your robotic applications. This article includes a review and classification of modular legged and climbing robots, breaking down each category separately.