Exploiting neural networks to solve control problems of robots is becoming commonly and effectively in academia and engineering. Due to the remarkable features like distributed storage, parallelism, easy implementation by hardware, adaptive self-learning capability, and free of off-line training, the solutions of neural networks break the bottlenecks of serial-processing strategies and methods, and serve as significant alternatives for robotic engineers and researchers. Especially, various types and branches of recurrent neural networks (RNNs) have been sequentially developed since the seminal works by Hopfield and Tank. Successively, many classes and branches of RNNs such as primal-dual neural networks (PDNNs), zeroing neural networks (ZNNs) and gradient neural networks (GNNs) are proposed, investigated, developed and applied to the robot autonomy. The objective of this paper is to present a comprehensive review of the research on neural networks (especially RNNs) for control problems solving of different kinds of robots. Specifically, the state-of-the-art research of RNNs, PDNNs, ZNNs and GNNs in different robot control problems solving are detailedly revisited and reported. The readers can readily find many effective and valuable solutions on the basis of neural networks for the robot autonomy in this paper.