Mobility trajectory data is of great significance for mobility pattern study, urban computing, and city science. Self-driving, traffic prediction, environment estimation, and many other applications require large-scale mobility trajectory datasets. However, mobility trajectory data acquisition is challenging due to privacy concerns, commercial considerations, missing values, and expensive deployment costs. Nowadays, mobility trajectory data generation has become an emerging trend in reducing the difficulty of mobility trajectory data acquisition by generating principled data. Despite the popularity of mobility trajectory data generation, literature surveys on this topic are rare. In this paper, we present a survey for mobility trajectory generation by artificial intelligence from knowledge-driven and data-driven views. Specifically, we will give a taxonomy of the literature of mobility trajectory data generation, examine mainstream theories and techniques as well as application scenarios for generating mobility trajectory data, and discuss some critical challenges facing this area.