Friction stir welding (FSW) is a topic of immense interest to researchers worldwide. The solid-state welding process has gained considerable popularity in the joining industry, replacing the orthodox welding techniques. To understand the necessity of friction stir welding, in this study, literature on experimental studies of friction stir welding on Steel, Aluminium, Magnesium and Titanium alloys have been summarised. Due to the interaction of multiple process parameters and complex geometry in FSW, the experimental study of this type of welding faces a challenge that can be overcome using numerical analysis like the finite element method. However, before initiating the design of the finite element model, a correct set of parameters and modelling methods needs to be made by the user to obtain results of high precision. This paper summarised the results obtained by various numerical modelling methods based on the review of over 100 research articles and suggested a suitable way for particular applications. Results show that ANSYS and ABAQUS are mainly preferred for friction simulation, thermomechanical behaviour, stress and strain analysis, while FLUENT finds its application mainly in material flow simulations. This review paper summarises both the experimental studies and the numerical approach to FSW modelling by distinctly mentioning the merits and demerits in each case. The results summarised would be beneficial for future researchers in the areas of FSW of advanced materials. Also the summarized results would be useful to choose the appropriate experimental parameter and numerical analysis techniques for FSW of various materials.