Interest in statistical analysis of remote sensing data to produce measurements of environment, agriculture, and sustainable development is established and continues to increase, and this is leading to a growing interaction between the earth science and statistical domains. With this in mind, we reviewed the literature on statistical machine learning methods commonly applied to remote sensing data. We focus particularly on applications related to the United Nations World Bank Sustainable Development Goals, including agriculture (food security), forests (life on land), and water (water quality). We provide a review of useful statistical machine learning methods, how they work in a remote sensing context, and examples of their application to these types of data in the literature. Rather than prescribing particular methods for specific applications, we provide guidance, examples, and case studies from the literature for the remote sensing practitioner and applied statistician. In the supplementary material, we also describe the necessary steps pre and post analysis for remote sensing data; the pre-processing and evaluation steps.