Estimation of vehicle dynamics, tire wear, and road profile are indispensable prefaces in the development of automobile manufacturing due to the growing demands for vehicle safety, stability, and intelligent control, economic and environmental protection. Thus, vehicle state estimation approaches have captured the great interest of researchers because of the intricacy of vehicle dynamics and stability control systems. Over the last few decades, great enhancement has been accomplished in the theory and experiments for the development of these estimation states. This article provides a comprehensive review of recent advances in vehicle dynamics, tire wear, and road profile estimations. Most relevant and significant models have been reviewed in relation to the vehicle dynamics, roll angle, tire wear, and road profile states. Finally, some suggestions have been pointed out for enhancing the performance of the vehicle dynamics models.