Transition metal nitride (TMN) thin films exhibit outstanding physical, chemical, and mechanical properties, making them best suitable for a wide variety of applications. The most commonly used technique to produce metal nitride thin films with specific properties at optimum conditions is magnetron sputtering. Considering this, this review begins with advancements in the sputtering process from basic diode sputtering to the most commonly used pulsed magnetron sputtering. Further, the literature on several TMNs deposited via magnetron sputtering is summarized, referring to several articles that have been published during the last decades. The main emphasis lies on nitride-based thin films' structural, morphological, and mechanical aspects for various applications. In addition, the influence of reactive gas flow rate, substrate temperature, layer thickness, postannealing temperature, substrate bias voltage, protective layers, the sputtering technique adopted, etc. on the quality and performance of the thin films is also focused. The overall review work can be beneficial for the students and researchers in understanding the basic sputtering phenomenon with its advancements, the relationship between deposition parameters and surface properties, and to know the current research trend for exploring several research gaps in the literature.