The gas-kinetic scheme (GKS) and the unified gas-kinetic scheme (UGKS) are numerical methods based on the gas-kinetic theory, which have been widely used in the numerical simulations of high-speed and non-equilibrium flows. Both methods employ a multiscale flux function constructed from the integral solutions of kinetic equations to describe the local evolution process of particles’ free transport and collision. The accumulating effect of particles’ collision during transport process within a time step is used in the construction of the schemes, and the intrinsic simulating flow physics in the schemes depends on the ratio of the particle collision time and the time step, i.e., the so-called cell’s Knudsen number. With the initial distribution function reconstructed from the Chapman–Enskog expansion, the GKS can recover the Navier–Stokes solutions in the continuum regime at a small Knudsen number, and gain multi-dimensional properties by taking into account both normal and tangential flow variations in the flux function. By employing a discrete velocity distribution function, the UGKS can capture highly non-equilibrium physics, and is capable of simulating continuum and rarefied flow in all Knudsen number regimes. For high-speed non-equilibrium flow simulation, the real gas effects should be considered, and the computational efficiency and robustness of the schemes are the great challenges. Therefore, many efforts have been made to improve the validity and reliability of the GKS and UGKS in both the physical modeling and numerical techniques. In this paper, we give a review of the development of the GKS and UGKS in the past decades, such as physical modeling of a diatomic gas with molecular rotation and vibration at high temperature, plasma physics, computational techniques including implicit and multigrid acceleration, memory reduction methods, and wave–particle adaptation.