The purpose of this paper is to review literature published to date on search games, almost all of which have originated from search theory. Search theory itself is a research field of operations research that arose from realistic research efforts into air defense operations in England during World War II while the concept of search theory originated in anti-submarine warfare operations conducted by the U.S. Navy against German U-boats during the same war. The search game is an application of game theory to search problems in search theory. Search games have two main players: searchers and targets. There are some models in the search game: binary search game, linear search game, hide-search game, hide-allocation game, evasion-search game, princess-monster game, ambush game, search allocation game, path-constrained search game and search-search game. We fully survey literature on these models. We also outline other games which are closely related to the search game. Search theory has been evolving to be not method-oriented but problem-oriented for practical applications. Therefore we focus on the description of the discovery of problems and their modeling in this paper while we seldom mention the methodologies the authors devised for their search problems.