Modeling pedestrian dynamics and their implementation in a computer are challenging and important issues in the knowledge areas of transportation and computer simulation. The aim of this paper is to provide a bibliographic outlook so that the reader could have a quick access to the most relevant works related with this problem. We have used three main axes to organise the paper contents: pedestrian models, validation techniques and multiscale approaches. The backbone of the paper is the classification of existing pedestrian models; we have organised the works in the literature under five categories, according to the techniques used for implementing the operational level in each pedestrian model. Then, the main existing validation methods, oriented to evaluate the behavioural quality of the simulation systems, are reviewed. Furthermore, we review the key issues that arise when facing multiscale pedestrian modeling, where we firstly focus on the behavioural scale (combinations of micro and macro pedestrian models) and secondly, on the scale size (from individuals to crowds). The paper begins introducing the main characteristics of walking dynamics and its analysis tools and concludes with a discussion about the contributions that different knowledge fields can do in a near future to this exciting area.