Wave propagation problems can be solved using a variety of methods. However, in many cases, the joint use of different numerical procedures to model different parts of the problem may be advisable and strategies to perform the coupling between them must be developed. Many works have been published on this subject, addressing the case of electromagnetic, acoustic, or elastic waves and making use of different strategies to perform this coupling. Both direct and iterative approaches can be used, and they may exhibit specific advantages and disadvantages. This work focuses on the use of iterative coupling schemes for the analysis of wave propagation problems, presenting an overview of the application of iterative procedures to perform the coupling between different methods. Both frequency- and time-domain analyses are addressed, and problems involving acoustic, mechanical, and electromagnetic wave propagation problems are illustrated.