To obtain the correct analysis of electroencephalogram (EEG) signals, non-physiological and physiological artifacts should be removed from EEG signals. This study aims to give an overview on the existing methodology for removing physiological artifacts, e.g., ocular, cardiac, and muscle artifacts. The datasets, simulation platforms, and performance measures of artifact removal methods in previous related research are summarized. The advantages and disadvantages of each technique are discussed, including regression method, filtering method, blind source separation (BSS), wavelet transform (WT), empirical mode decomposition (EMD), singular spectrum analysis (SSA), and independent vector analysis (IVA). Also, the applications of hybrid approaches are presented, including discrete wavelet transform - adaptive filtering method (DWT-AFM), DWT-BSS, EMD-BSS, singular spectrum analysis - adaptive noise canceler (SSA-ANC), SSA-BSS, and EMD-IVA. Finally, a comparative analysis for these existing methods is provided based on their performance and merits. The result shows that hybrid methods can remove the artifacts more effectively than individual methods.