In this paper, we provide a comprehensive survey of the recent advances in abnormality detection in smart grids using multimodal image data, which include visible light, infrared, and optical satellite images. The applications in visible light and infrared images, enabling abnormality detection at short range, further include several typical applications in intelligent sensors deployed in smart grids, while optical satellite image data focus on abnormality detection from a large distance. Moreover, the literature in each aspect is organized according to the considered techniques. In addition, several key methodologies and conditions for applying these techniques to abnormality detection are identified to help determine whether to use deep learning and which kind of learning techniques to use. Traditional approaches are also summarized together with their performance comparison with deep-learning-based approaches, based on which the necessity, seen in the surveyed literature, of adopting image-data-based abnormality detection is clarified. Overall, this comprehensive survey categorizes and carefully summarizes insights from representative papers in this field, which will widely benefit practitioners and academic researchers.