Among all Internet of Things (IoT) devices, a subset of them are related to users. Leveraging these user-related IoT elements, it is possible to ensure the identity of the user for a period of time, thus avoiding impersonation. This need is known as Continuous Authentication (CA). Since 2009, a plethora of IoT-based CA academic research and industrial contributions have been proposed. We offer a comprehensive overview of 58 research papers regarding the main components of such a CA system. The status of the industry is studied as well, covering 32 market contributions, research projects, and related standards. Lessons learned, challenges, and open issues to foster further research in this area are finally presented.