Virtual reality has the potential to change the way we create and consume content in our everyday life. Entertainment, training, design and manufacturing, communication, or advertising are all applications that already benefit from this new medium reaching consumer level. VR is inherently different from traditional media: it offers a more immersive experience, and has the ability to elicit a sense of presence through the place and plausibility illusions. It also gives the user unprecedented capabilities to explore their environment, in contrast with traditional media. In VR, like in the real world, users integrate the multimodal sensory information they receive to create a unified perception of the virtual world. Therefore, the sensory cues that are available in a virtual environment can be leveraged to enhance the final experience. This may include increasing realism, or the sense of presence; predicting or guiding the attention of the user through the experience; or increasing their performance if the experience involves the completion of certain tasks. In this state-of-the-art report, we survey the body of work addressing multimodality in virtual reality, its role and benefits in the final user experience. The works here reviewed thus encompass several fields of research, including computer graphics, human computer interaction, or psychology and perception. Additionally, we give an overview of different applications that leverage multimodal input in areas such as medicine, training and education, or entertainment; we include works in which the integration of multiple sensory information yields significant improvements, demonstrating how multimodality can play a fundamental role in the way VR systems are designed, and VR experiences created and consumed.