Participating media are frequent in real-world scenes, whether they contain milk, fruit juice, oil, or muddy water in a river or the ocean. Incoming light interacts with these participating media in complex ways: refraction at boundaries and scattering and absorption inside volumes. The radiative transfer equation is the key to solving this problem. There are several categories of rendering methods which are all based on this equation, but using different solutions. In this paper, we introduce these groups, which include volume density estimation based approaches, virtual point/ray/beam lights, point based approaches, Monte Carlo based approaches, acceleration techniques, accurate single scattering methods, neural network based methods, and spatially-correlated participating media related methods. As well as discussing these methods, we consider the challenges and open problems in this research area.