The rapid development of modern logistics and e-commerce highlights the importance of exploring various modes of transportation in the last-mile delivery (LMD) process. However, no comprehensive studies exist in the literature exploring all modes of LMD transportation, the changes in these transportation modes, and the commonalities between them. In this study, we address this gap by conducting a systematic review of 150 academic journal articles utilizing a combination of the Preferred Reporting Items for Systematic Review and Meta-Analyses (PRISMA) content analysis and text mining analysis. Nine primary transportation methods (parcel lockers, autonomous drones, trucks, bicycles, crowd logistics, electric vehicles, tricycles, autonomous robots, and autonomous vehicles) are identified in this research. Additionally, we provide an analysis of the historical changes in these transportation modes in LMD. Using a bottom-up induction method, we identify the three major clusters of scholarly focus in the LMD literature: emphasis on value co-creation between consumers and logistics providers, practical delivery performance (path optimization or algorithms), and environmental friendliness. Further, we analyze the main themes under each cluster, leading to the identification of opportunities, challenges, and future research agendas. Our findings have implications for scholars, policymakers, and other stakeholders involved in LMD transportation modes.