A homogeneous Riemannian manifold (M = G/K, g) is called a space with homogeneous geodesics or a G-g.o. space if every geodesic γ(t) of M is an orbit of a one-parameter subgroup of G, that is γ(t) = exp(tX) • o, for some non zero vector X in the Lie algebra of G. We give an exposition on the subject, by presenting techniques that have been used so far and a wide selection of previous and recent results. We discuss generalization to two-step homogeneous geodesics. We also present some open problems.