Augmented Reality (AR) and Mixed Reality (MR) have been two of the most explosive research topics in the last few years. Head-Mounted Devices (HMDs) are essential intermediums for using AR and MR technology, playing an important role in the research progress in these two areas. Behavioral research with users is one way of evaluating the technical progress and effectiveness of HMDs. In addition, AR and MR technology is dependent upon virtual interactions with the real environment. Thus, conditions in real environments can be a significant factor for AR and MR measurements with users. In this paper, we survey 87 environmental-related HMD papers with measurements from users, spanning over 32 years. We provide a thorough review of AR-and MR-related user experiments with HMDs under different environmental factors. Then, we summarize trends in this literature over time using a new classification method with four environmental factors, the presence or absence of user feedback in behavioral experiments, and ten main categories to subdivide these papers (e.g., domain and method of user assessment). We also categorize characteristics of the behavioral experiments, showing similarities and differences among papers.