This paper provides a comprehensive survey on semi-tensor product (STP) of matrices and its applications to different disciplines. First of all, the STP and its basic properties are introduced. Meanwhile, its inside physical meaning is explained. Second, its application to conventional dynamic systems is presented. As an example, the region of attraction of stable equilibriums is discussed. Third, its application to logical systems is presented. Particularly, the algebraic state space representation of logical systems and the important role it plays in analysis and control of logical systems are emphasized. Fourth, its application to finite games is discussed. The most interesting problems include potential game, evolutionary game, and game theoretic control. Finally, the mathematical essence of STP is briefly introduced.