People are susceptible to an array of cognitive biases, which can result in systematic errors and deviations from rational decision making. Over the past decade, an increasing amount of attention has been paid towards investigating how cognitive biases influence information seeking and retrieval behaviours and outcomes. In particular, how such biases may negatively affect decisions because, for example, searchers may seek confirmatory but incorrect information or anchor on an initial search result even if its incorrect. In this perspectives paper, we aim to: (1) bring together and catalogue the emerging work on cognitive biases in the field of Information Retrieval; and (2) provide a critical review and reflection on these studies and subsequent findings. During our analysis we report on over thirty studies, that empirically examined cognitive biases in search, providing over forty key findings related to different domains (e.g. health, web, socio-political) and different parts of the search process (e.g. querying, assessing, judging, etc.). Our reflection highlights the importance of this research area, and critically discusses the limitations, difficulties and challenges when investigating this phenomena along with presenting open questions and future directions in researching the impact -both positive and negative -of cognitive biases in Information Retrieval.