The increasingly rapid creation, sharing and exchange of information nowadays put researchers and data scientists ahead of a challenging task of data analysis and extracting relevant information out of data. To be able to learn from data, the dimensionality of the data should be reduced first. Feature selection (FS) can help to reduce the amount of data, but it is a very complex and computationally demanding task, especially in the case of high-dimensional datasets. Swarm intelligence (SI) has been proved as a technique which can solve NP-hard (Non-deterministic Polynomial time) computational problems. It is gaining popularity in solving different optimization problems and has been used successfully for FS in some applications. With the lack of comprehensive surveys in this field, it was our objective to fill the gap in coverage of SI algorithms for FS. We performed a comprehensive literature review of SI algorithms and provide a detailed overview of 64 different SI algorithms for FS, organized into eight major taxonomic categories. We propose a unified SI framework and use it to explain different approaches to FS. Different methods, techniques, and their settings are explained, which have been used for various FS aspects. The datasets used most frequently for the evaluation of SI algorithms for FS are presented, as well as the most common application areas. The guidelines on how to develop SI approaches for FS are provided to support researchers and analysts in their data mining tasks and endeavors while existing issues and open questions are being discussed. In this manner, using the proposed framework and the provided explanations, one should be able to design an SI approach to be used for a specific FS problem.