In recent years, high-speed railways in China have developed very rapidly, and the number and span of the railway bridges are keeping increasing. Meanwhile, frequent extreme disasters, such as strong winds, earthquakes and floods, pose a significant threat to the safety of the train–bridge systems. Therefore, it is of paramount importance to evaluate the safety and comfort of trains when crossing a bridge under external excitations. In these aspects, there is abundant research but lacks a literature review. Therefore, this paper provides a comprehensive state-of-the-art review of research works on train–bridge systems under external excitations, which includes crosswinds, waves, collision loads and seismic loads. The characteristics of external excitations, the models of the train–bridge systems under external excitations, and the representative research results are summarized and analyzed. Finally, some suggestions for further research of the coupling vibration of train–bridge system under external excitations are presented.