Adhesion strength is one of the important properties that reflects the quality of a plasma electrolytic oxidation (PEO) coating. Scratch testing can be considered as an appropriate technique to evaluate the adhesion strength of PEO coatings on magnesium, titanium, and aluminum substrates. The scratch test is usually performed either under a constant or a progressively increasing normal load, where the critical load is used as a measure of adhesion strength of the coatings. In this review paper, the effect of different factors such as duration of coating processing, electrolyte composition, and processing current density, as well as different additives to the electrolyte bath, was studied on the adhesion strength of PEO coatings formed on magnesium, titanium, and aluminum substrates. It is understood that an optimum increase in process time and input energy leads to a corresponding increase in thickness of the PEO dense oxide layer and, consequently, an increase in critical load and adhesion strength. Moreover, the electrolyte composition and additives were found to affect the coating microstructure and composition and, subsequently, the coating adhesion strength.