Choosing the best interaction modalities and protocols in Human-Robot Interaction (HRI) is far from being straightforward, as it strictly depends on the application domain, the tasks to be executed, the types of robots and sensors involved. In the last years, a growing number of HRI researchers exploited Virtual Reality (VR) as a mean to evaluate proposed solutions, focusing in particular on safety and correctness of collaborative tasks. This allows to prove the effectiveness and robustness of a certain approach in a simulated environment, thus permitting to converge more easily to the best solution, also avoiding to experiment potentially harmful actions in a real scenario. In this paper, we aim at reviewing existing VR based approaches targeting or embodying HRI.