With the rapid development of industrial digitalization and intelligence, there is an urgent need to accurately depict the physical world in digital space, and, in turn, regulate and optimize the behavior of physical entities based on massive data collection and analysis. As a technology that combines virtual space and physical space, digital twin can satisfy all of the above needs, and has attracted widespread attention. Due to the promising application prospects of digital twins, both academia and industry have launched research in this field, and related studies have been conducted from different perspectives. Accordingly, some articles summarizing the existing work have also been published, but they are all from a single perspective, lacking a systematic introduction and summary. Based on this, this paper conducts a comprehensive review of the existing work on digital twins from four perspectives: data, model, network and application, and strives to gain a better understanding of the development of the field from the physical to the virtual and back to the physical. Meanwhile, current research challenges and future directions for the development of digital twins are all discussed.