The aim of this review is to survey the state of the art relating to the rolling contact fatigue (RCF) investigation of various overlay coatings and also, to ascertain the influence of design parameters such as the type of deposition process, coating material and thickness on the RCF performance. Rolling contact fatigue is a significant factor in the failure of components in rolling/sliding contact. Although, sintered ceramics have provided improvements in RCF life of components in rolling/sliding contact, e.g. hybrid ceramic bearings, the economic and technological constraints associated have so far limited their use to specialist applications. Physical and chemical vapor deposition (PVD, CVD) as well as thermal spraying are methods of depositing overlay coatings. The designer must thus choose a deposition method based on economic and technical flexibility, e.g. material choice, functional grading, etc. Amongst this family of overlay coatings, PVD coatings are already finding commercial use whilst others are at a research and development stage. The available literature on the RCF testing of various types of overlay coatings is considerable, but it is generally difficult to synthesize all of the results to obtain a comprehensive understanding of the parameters which can have a significant effect on a coating's resistance to rolling contact fatigue. This review thus compares the RCF performance of these overlay coatings and discusses the results in terms of coating processes, materials, thickness, residual stress and tribological conditions of contact stress and lubrication.