Distributed optical fiber sensors (DOFS) offer unprecedented features, the most unique one of which is the ability of monitoring variations of the physical and chemical parameters with spatial continuity along the fiber. Among all these distributed sensing techniques, optical frequency domain reflectometry (OFDR) has been given tremendous attention because of its high spatial resolution and large dynamic range. In addition, DOFS based on OFDR have been used to sense many parameters. In this review, we will survey the key technologies for improving sensing range, spatial resolution and sensing performance in DOFS based on OFDR. We also introduce the sensing mechanisms and the applications of DOFS based on OFDR including strain, stress, vibration, temperature, 3D shape, flow, refractive index, magnetic field, radiation, gas and so on.