The study of lower extremity exoskeleton robots has been pursued for many years and is now receiving significant attention. A number of review articles have focused on describing the mechanical design of exoskeleton robots, their control methods, human-exoskeleton robot interfaces, and so on. None, however, have focused on the coordination of control between humans and these kinds of robots. In this paper, we examine the research regarding human-exoskeleton robot coordinated control to capture the current state-of-the-art. One hundred and fifty six relevant articles were collected and screened from the Web of science, and classified into six categories, based on human neurobiology and exoskeleton robots' assistive effects. These categories were further subdivided according to their perspective on human-exoskeleton robots coordinated control. The paper extensively reviews various control methods we uncovered and how they are coordinated between wearer and exoskeleton robot.