Driven by industrial development and the rising population, the upward trend of electricity consumption is not going to curb. While the electricity suppliers make every endeavor to satisfy the needs of consumers, they are facing the plight of indirect losses caused by technical or non-technical factors. Technical losses are usually induced by short circuits, power outage, or grid failures. The non-technical losses result from humans’ improper behaviors, e.g., electricity burglars. Due to the restrictions of the detection methods, the detection rate in the traditional power grid is lousy. To provide better electricity service for the customers and minimize the losses for the providers, a leap in the power grid is occurring, which is referred to as the smart grid. The smart grid is envisioned to increase the detection accuracy to an acceptable level by utilizing modern technologies, such as cloud computing. With the aim of obtaining achievements of anomaly detection for electricity consumption with cloud computing, we firstly introduce the basic definition of anomaly detection for electricity consumption. Next, we conduct the surveys on the proposed framework of anomaly detection for electricity consumption and propose a new framework with cloud computing. This is followed by centralized and decentralized detection methods. Then, the applications of centralized and decentralized detection methods for the anomaly electricity consumption are listed. Finally, the open challenges of the accuracy of detection and anomaly detection for electricity consumption with edge computing are discussed.